Go to:
https://www.microsoft.com/en-us/p/heif-image-extensions/9pmmsr1cgpwg?activetab=pivot:overviewtab
Click on Get
Click on Open Microsoft store
Download first if you don’t have Open
Click Open
Open a command prompt – Go to the search bar in the bottom left by your windows icon and type in:
cmd
This will open a new window
In that window copy and paste:
start ms-windows-store://pdp/?ProductId=9n4wgh0z6vhq
This will open up the Microsoft Store to: 
Click Get
Once that is done installing, you'll be able to open up HEIF files in Windows Photos and save as JPG from there.