Detect file type using file signatures
Your first step is to wind your thinking back a few steps and re-approach your code with a fresh line of thinking. Looking at your code, you say "to detect the real file type of a given file" but you have written code to detect a JPEG(*) file. 

There is a subtlety here, but once you have mastered that you can approach complex problems with more confidence. The subtlety is you want a generic approach, but your thinking at the moment is constrained to and focussed on a particular example - your solution is tailored to that example. More specifically, your current code answers the question "Is this a JPEG file?", you want your solution to answer the question "What is the file type of this file?".

Signatures

You define your signatures early. This is a good approach because it lends itself to a future implementation where you can import a tailored list of signatures.

However, you are currently using separate arrays to store the signature data. The use of multiple arrays is going to be inefficient for any improvements or even for checking multiple files/filetypes.

The use of static arrays implies looping through all arrays. In a small implementation this is not that noticeable, but if you have a hundred arrays with a size ranging from 3 to 15 bytes, you will start to notice a performance hit. Basically, you will be continuing to check arrays that you have already eliminated as being relevant to your quest.

A suggested way to improve the performance initially is to put the signatures in a collection (e.g. List(Of OrderedList(Of Byte))). This way, once you eliminate a signature you can remove it from the collection, thus quickly removing the unnecessary checks with a commensurate improvement in performance.

The use of the inner collection removes the need to check array lengths, but having a List(Of Array) could also work.

Looping

You manually loop through your array. This is always a simple first approach and reflects the basic solution to identifying a signature. Your code is set up to first loop through the first signature and I assume you were thinking of duplicating this kind of loop for the other signatures.

Sitting here, I can think of two simple approaches:


Looping through the file bytes individually, removing signatures from the collection as they fail
Looping through the signatures and doing an array check against the first x bytes of each file


Intuitively, I think the second option will be less efficient but I could be wrong.
Some example code (not guaranteed to be compilable):

For Each file As String In files
    file_data = IO.File.ReadAllBytes(file)
    For signatureIterator = MasterSignatureList.Count - 1 to 0 Step -1
    ' Declare and implement as required
    ' Used a For loop going backwards because in this example we are going to remove elements from the collection
        signature = MasterSignatureList(signatureIterator) ' the shorter text makes my example easier to read.
        If file_data.Length &lt; signature.Length then
            MasterSignatureList.Remove signatureIterator
        Else
            If Not CheckArrayIsSame(file_data.Resize(signature.length), signature) then
            ' Some function to check arrays are the same will be required
            ' The native .Resize actually changes the original array, so you should make a copy before running .Resize. I was being lazy.
                MasterSignatureList.Remove signatureIterator
            End If
        End if
    Next signatureIterator
' **** do something here with the remaining signatures as these are the valid ones for that particular file!
Next file


And an example for the first option

For Each file As String In files
    file_data = IO.File.ReadAllBytes(file)
    For each signature in MasterSignatureList
        if filedata.Length &lt; signature.Length Then MasterSignatureList.Remove signature ' Obviously wrong
    Next signature 
    For signatureIterator = 0 to file_data.Length ' we should exit the loop before getting to the end of most files!
        signatureCheck = false
        For each signature in MasterSignatureList
            If signatureIterator &lt;  signature.Length Then ' retains signatures that have already passed
                signatureCheck = true ' still some signatures to check
                If file_data(signatureIterator) &lt;&gt; signature(signatureIterator) Then
                    MasterSignatureList.Remove signature ' signature does not match
                End if
            End if
        Next signature
        If MasterSignatureList.Empty or Not signatureCheck then Exit For ' exit if nothing left to check
    Next signatureIterator
' **** do something here with the remaining signatures as these are the valid ones for that particular file!
Next file


In both of those examples, the signatures remaining in the signature list are the potential file types. In these examples, the possibility of multiple signatures passing is allowed - how you handle that is up to your programming logic. 

As already noted - I have not tested the above code, so also check for the dreaded Jedi array error condition (off-by-1) in my iterations.

(*) The correct nomenclature is JPEG, the file extension in traditional 8.3 style is ".jpg". Why this is so, I leave up to your own research.