First display will display the images in the order they are given to it.
As the *.jpg will expand to a alphabetical sorted listing, either via a command line shell or via the IM internal expandsion, then display will display them in the right order.
If the files are NOT alphabetical, but numerical.
EG 1.jpg ... 10.jpg ... 100.jpg
then you need to use other methods to specify the correct order.
See IM Examples, Image File Handling, Writing a Multi-Image Sequence
http://www.imagemagick.org/Usage/files/#write_seq
for a summery of some techniques in reading the files in the right order, or better still writing them in a form that is both numberical and alphabetic in order (prepended zeros).
You problem however is not image order, but that you are not running or have permissions setup to us a X window graphical display that is typically used under UNIX/Linux environments, and for which the display program was designed.
If you have an X window display see my very old notes on this problem..
http://www.cit.gu.edu.au/~anthony/info/X/Display.needs
If you are using a Windows, or Mac, I am sure others will be able to tell you what you can use.