For a large number of pictures one might consider writing a script using tools of the PBMPLUS package: - use djpeg to convert JPEG to PNM format, - use pnmcat to combine two or more pictures you want to show on the same page (if this is required), - use pnmtops to make PostScript files - and finally ps2pdf to make PDF.
Alternatively, you can use xv to view JPEGs and to print them to PostScript files; xv as a graphical interface that gives you some control over the placement of the picture on the page. Regards, Ulrich Deiters