I'm having some difficulties opening the jpg format at QGIS 2.8. It opens, but nothing appears.
More information about your jpeg would be helpfull.
But you just want to import the file you can load it as raster layer. But it won't have any georeferencing. If the picture is loaded as raster layer right click on the layer and select Zoom to Layer
If you want to import the jpeg with georeferencing and there is already geodata you can use the Georeferencer tool.
You can find it at
Raster -> Georeferencer -> Georeferencer...
Load your jpeg with the
Open raster button which is the first icon.
Then you click on the image and a
Enter map coordinates dialog will appear. Now you can reference and add points from the map to your image by clicking
From map canvas. You need at least three points that are spread widely over the map to get a proper result.