Hi Denise, I hope your doing well despite the problem you are experiencing now and I'm sorry for that. For that let me try to assist you.
When you converted your files, is it in your Windows PC/Laptop? If so, you will need your iTunes and from it you have to go to the menu File > Add File to Library.
Select the MP3 or WAV files you’ve saved on your iPhone or computer and add them to your iTunes library. These method should sync it to your phone. If it is not, try moving the downloaded file to your Windows then use iTunes to sync.
I hope this helps. Please let me know if I didn't address your problem. Don't hesitate to ask for further assistance.
Regards,
Arnel