A family of Microsoft word processing software products for creating web, email, and print documents.
EmilyS726 is correct — Word is not a graphics program & never has had the capability of saving its files in any image file format. What can be done is to have the content in a Text Box object. The Text Box can be saved as a picture by right-clicking it & selecting that command from the contextual menu.
The method of converting a PDF can be done using Apple's Preview.app using File> Export... .
Note that with either method the jpeg image file type doesn't support multiple pages.