Without saving to disk, there is nothing like .jpg or .png or whatever image file format. Therefore, you don't need to convert anything in this respect.
But you need to convert the data you get into something you can work with in memory. I strongly suggest to use the
System.Drawing.Image[
^] class for that. It's far superior to a byte array when having to deal with image manipulation. Transferring over a network or really fast image processing is another thing.
Since
Image
is an abstract class, you need to create instances of one of its derived classes. In your case, talking of .jpg and .png, use one of the
System.Drawing.Bitmap[
^] constructors.
Your next test is to assign the image to a
System.Windows.Forms.PictureBox[
^] to check if you can see it. When all images load correctly, you can step further and manipulate sizes/colours/whatever.