Well, No if you are intentending to change only the file extension. (which you can do in Explorer, but please read on)
The problem is that .bmp and .jpg are fundamentally different file formats. What you need is a .bmp to .jpg batch conversion program.
There are several, including I believe some you can use under their Trial license, or possibly some freeware ones.
To research what is available, do a Google Web search on the key "bmp to jpg batch file conversion" and I suspect you will quickly find your answer.