[EHaskins]

The first step is to capture the raw jpeg data from the incomming data. How you do this depends on the language/tools you are using.

Once you have the raw data you have two options:
a. decode the jpeg in memory and set is as the image for the image control. This should be less than 10 lines of code, but you'll have to read the docs.
b. write the raw data to a file, and then point the image control to the image file. This will probably be more code than option a, but may be simpiler.

Option a will probably perform better, but option b may be easier.