I want to georeference a *.jpeg object but I cannot even add the data to ArcMap which does not seem to see the files?
In the Help for Supported raster dataset file formats it says:
You can make ArcCatalog recognize .jpeg files by adding it as a File Type in ArcCatalog options.
.jpeg images will now display in ArcCatalog.
UPDATE: For ArcMap, you have to separately add .jpeg as a Raster File Format.
After making this change, I had to restart ArcMap to see the file in the Add Data dialog. There may be a way to refresh these views without restarting.