From the documents tab, click Save to File button and locate any .jpeg/.jpg file in your local directory.
When you found one, right click to the .jpeg file, choose "Open with" and click "Choose another app".
From the window that will show, click More apps, and look for the SumatraPDF, click it and enable "Always use this app to open .jpef files". The click Ok.
Then you will return to the Save as window and click Cancel. This procedure will enforce your settings to use SumatraPDF as default application for .jpeg/jpg files.
Then try to open again the .jpeg file from the enclosed documents window. You can do the same procedure to open .jpg files. Just repeat the procedure but this time, you need to find a sample image file that has .jpg as extension.