Yes, you can upload JPG files into ArcGIS Pro. From there, you’ll typically want to georeference the image so it aligns correctly with your map data.
ArcGIS Pro Georeferencing Tools Documentation
Once the JPG is georeferenced, you can use it as a reference layer and draw features over the image to trace or create data.
Keep in mind that a JPG is a raster image, so it cannot itself be edited in the Create Features pane. The Create Features tools are used to create vector features
