Use JPG for photographs and high-color images. Avoid it if you need transparent backgrounds (use PNG) or for archival purposes where maximum quality is needed (use TIFF or PNG).

Select or "Save to Photos" from the context menu.

JPG is a "lossy" format, meaning it reduces file size by lowering quality. It is ideal for photos and web images.

A guide to image file formats and image file types | Adobe Acrobat

I can provide more specific steps if these standard methods don't work.