A family of Microsoft word processing software products for creating web, email, and print documents.
There are a number of ways to do it, and one is to open the jpg file in the free IrfanView Graphics program and then use File>SaveAs and select PDF as the format in which the file should be saved.
If you do not want to install anything on your computer, if you Google for Convert jpg to pdf, you will get many results, some of which are for free on-line convertering services.
Assuming that you have a version of Office that has the ability to save a file in pdf format, you could insert the jpg into a Word document and then save that document as a pdf file. You would however then have some white space around the image in the pdf file.