PMG is the proprietary image format of Paint Magic, a currently obsolete drawing program. In case you found or were sent a PMG file, it is probably old and difficult to open via regular image viewers.
The quick and simple way to handle your files is to get a quality piece of software, such as reaConverter. This software is extremely efficient in managing a wide range of batch conversions. As you will soon realize, reaConverter will help you avoid spending countless hours trying to figure out how to convert multiple PMG files as once.
JPEG JPG PNG GIF TIFF TIF BMP ICO EMF WMF AI PDF EPS PS EPI WEBP WEBPLL JP2 PCX TGA DWG DWF DXF DGN WMZ CGM DRW SHP GBR PCT MIF PLT PCL SVG WPG CIN DCX DIS HRU MTV PRC RAD PIC RLA QRT SGI XBM XPM SWF CAL FAX FITS PSD PGM JXR BPG APNG DDS SVGZ CG4 FLIF AVIF