Ok, I see now that you used ./configure which configued for a PC version but then changed the generated makefile.
The library looks like it built ok and it's only the sample applications that don't work, they're using filing system functions which don't look like they're implemented in the nios library. If the jpeg library has been built with support for these functions then you'll need to disable that support. Good place to look is in jconfig.h to see what options are enabled when the library is built.
All you do is use the nios functions to read the file into memory, then use:
jpeg_create_decompress
jpeg_read_header
jpeg_start_decompress
[loop] jpeg_read_scanlines
jpeg_finish_decompress
jpeg_destroy_compress
you'll need to create a source manager to handle the requests from the jpeg decompressor for memory, but it's all very trivial. I think there's a basic sample somewhere and you should be able to figure out exactly what you need.
Adrian