It would be much easier to write the data to disk temporarily and load it into a control, you don't have to decode it that way and it could be done with only a few lines of code.

If you really don't want to write the file to disk I guess a DIBSection structure would be what you could use to dump the decoded bytes onto. You will still have to decode the jpeg image, this could be coded but there might also be a free dll out there somewhere that can do this for you.