I have a large number of jpg images (NAIP tiles) that I would like to merge into one large layer. How would I go about that? Could somebody outline the steps for me?
Depends on what you want and how much help you need, but
Mosaic to New Raster http://desktop.arcgis.com/en/arcmap/latest/tools/data-management-toolbox/mosaic-to-new-raster.htm
a mosaic dataset http://desktop.arcgis.com/en/arcmap/latest/tools/data-management-toolbox/create-mosaic-dataset.htm
The steps are less important than deciding on what the final product needs to be and that depends on its final use.
Retrieving data ...