How can I create a video file from a set of jpg images?

You can use ffmpeg, which you can install with the command:

sudo apt install ffmpeg

This is the command all together:

ffmpeg -framerate 25 -i image-%05d.jpg -c:v libx264 -profile:v high -crf 20 -pix_fmt yuv420p output.mp4

Let me break it down:

-framerate

is the number of frames (images) per second,

-i image-%05d.jpg

this determines the file name sequence it looks for. image- means all of the files start with this. The d indicates decimal integers, 5 is number of digits, the leading zero indicates that numbers requiring fewer digits will be filled, in the left, with zeroes so that every number contains exactly 5 digits. Thus the files it will detect are everything from image-00000 to image-99999.

-c:v libx264 -profile:v high -crf 20 -pix_fmt yuv420p

-c:v libx264 - the video codec is libx264 (H.264).

-profile:v high - use H.264 High Profile (advanced features, better quality).

-crf 20 - constant quality mode, very high quality (lower numbers are higher quality, 18 is the smallest you would want to use).

-pix_fmt yuv420p - use YUV pixel format and 4:2:0 Chroma subsampling

output.mp4

The file name (output.mp4)

Remember that ffmpeg needs a continuous sequence of images to load in. If it jumps from image-00001 to image-00003 it will stop.

If your images are named like this:

image-1
image-2
...
image-35

then change the -i part to -i image-%00d.

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Update. Your edit says the pattern is image-01.jpg to image-02.jpg. That means you need the image-%02d.jpg pattern.