I'm quite new to GDAL and to the remote sensing world so sorry in advance if I say something silly :-) What I would like to do is to assign from scratch the EPSG 3857 System Of Reference to a Bing tile (a not georeferenced jpg) downloaded from the Bing server. I've already computed the coordinates [x, y] this tile should have in the 3857 SoR and create a world file from them, but how can I now project my tile to 3857 by using this .tfw?

Thank you so much in advance!
Martina