Questions and postings pertaining to the usage of ImageMagick regardless of the interface. This includes the command-line utilities, as well as the C and C++ APIs. Usage questions are like "How do I use ImageMagick to create drop shadows?".
Chances are JPEG is not listed or its listed with a mode of --- which means it can't be read or written. Check the config.log file generated when you ran the configure script. It will tell you why ImageMagick failed to validate the JPEG library. Perhaps you don't have the required development JPEG header files. Fix the problem and rerun the configure script until it validates the JPEG library (note the last 40 lines of the configure script output to spot any problems). When JPEG is validated, reinstall ImageMagick and you'll be able to read/write JPEG image files.
Our other suggestion is to look at the config.log file and discover the reason the JPEG library failed to validate. When you run the configure script the output will tell you the JPEG delegate library validation failed and the config.log file tells you exactly why.
The problem has little to do with ImageMagick and everything to do with installing packages on your system. Install JPEG and JPEG development library on your system and the configure script will validate the JPEG library. Learning how to install JPEG is beyond the scope of this discussion server.