Umm, how to describe this best...

Well, my dad has been given a "CD-Rom with pictures on it". He really wants them printed out, not on a CD. He's 78 years old, doesn't like computers much less posses one, but for this CD he's considering to buy a (windows) laptop

The CD contains an .exe, created with a tool called "Picturestoexe". The guys selling it (it's shareware) feature no extraction tool on their website. So I googled for extraction tools and eventually found some, shareware again -- but no open source . Since I still do home-banking with Windows I don't really dare use them.

Anybody who knows a linux tool (or way to do it) to extract jpeg images from a windows .exe?

does unzip work? Often it works on self-extracting .exe's if they were compressed in the right format.

No, it doesn't.

I suppose one can't blame it, tough. "Picturestoexe" produces "presentations" including sound-effects (.wav), annotations, blending of pictures etc. Thus the .jpeg data are somewhere in the whole block, but they must presumably be extractable -- I suppose they have a header and an end.of-file signature...