"imported" means what? IMPORT command does not handle JPG files so plese explain using AutoCAd command names and functions.
Either send the referenced JPG files along (highly recommended, they are "linked" already), or explore using INSERTOBJ command to make the JPG files part of the DWG file (not recommended as this will bloat the size of your DWG something crazy usually).
ETRANSMIT command is designed to do the first: you should always use this command when sending thoers DWG files as it is designed to capture all this added content (and more) you can easy miss. Try it.