Hi Pierre
CDA files are what you see on a CD, those are not actually audio files, they are just shortcuts to invisible wav files on the CD
If the files are on a CD, you should use Windows Media Player to RIP the CD to MP3
In Windows Media Player, go to Tools - Options - RIP CD, change the default format from WMA to MP3
Then insert the CD and click RIP to convert the files
If those are not on a CD, where are those stored and roughly what size are each of those files?