Saving as JPG is good if you want get the image slices so that you can show them in a powerpoint presentation (and then Screen Capture module is a perfect tool).
However, if you are thinking about saving a CT image as JPG for deep learning (because the example/tutorial that you would like to try uses JPG as input) then I would recommend to look a bit further, because you can lose clinically significant information by converting a CT-image to a 8-bit JPG image. See some more information and alternatives in many other similar posts in this forum - for example this one: