Just as has already been said, when a .JPG is opened in Photoshop it consists of a single file and will show as a single file in the layers palette. If you want to take a section of the .jpg file and place that section in another image, do this:
1. Open up the .jpg you want to break apart, and also the image that will receive the cut out section.
2. Click anywhere on the donor image to make it the live image (Showing in the layers palette)
3. Select the part you want to place onto/into the other image.
4. With the selection made, hit Ctrl + J to place the section onto it's own layer.
5. Go to the layers palette and click and drag the section into/onto the receiving image.
Tips:
Always duplicate an image in the layers palette when you first open it, then if you make a mistake you can just trash the other layers and start again.
When making a selection for extraction it's usually best to give the selection a 2 or 3 pixel feather to soften the edges. (See Refine edge).
If after placing the section onto it's new image it still looks like it's stuck on (Not natural), try using the Blur Tool around the edges. This will often merge it into it's new surroundings a little better.
