Several of the common "image viewers" actually do have the ability to "save as" another format. Open the PFG file in your usual viewer and poke around a bit to see if it will allow a "Save As" or "Export" that will let you change the format.

I don't find a format description with enough information to guess what programs might handle the conversion, but the PFG format apparently belongs to Epson, and there is mention of an Epson "PFG Reader" that you can use to open it. "Reader" programs usually are a free download, so you might check the Epson support site for it if you don't have something else that will open it.

The PFG format is apparently a proprietary thing intended for use with (some) Epson printers; but I don't find any easily accessible info about why you would want to use it. I don't have one on my computer to play with (although I only looked at the top 475GB).

A couple of sites that give vague descriptions refer to the ability to use "frames" within a PFG file. This implies a "multi-layer" image structure, and almost no common graphics programs can save multi-layer images directly as JPG, so you likely will need a program that allows you to "flatten" the image, and possibly to change the color mode from an indexed color to a gray scale or rgb mode in order to get a JPG out of it. Or it may be something really simple if you can find out what's in the file format.

John