The tee
muxer is intended for use when you wish to encode only once and re-use the encoded packets. When your various outputs can't use the same encoding output, the tee muxer isn't of use.
So,
ffmpeg -fflags +genpts -i http://www.example.com/video.avi \ -map 0:v -map 0:a -c:v copy -c:a copy video.avi \ -map 0:v %06d.jpg
You may want to add -q:v 1
to control the JPEG quality.
-map 0:v -q:v 1 %06d.jpg