CDA files are only found on a music CD. They don't work accept as part of the CD itself. So, opening CDA files just means playing a music CD on your computer. The easiest way to do that is by using some native software like Windows Media Player. This program should already be on any computer that runs Windows.
Insert your music CD into your computer's CD tray and retract it into your computer.
Wait for a little window to pop up and give you options as to what to do with the CD. Select the option to open the CD with Windows Media Player.
Click "OK." The player will open and begin playing the music CDA files on the CD. If a window doesn't appear, open Windows Media Player through the "start" menu. Click on the "Now Playing" tab and select your music CD that you see listed in the dropdown there. Click the "play" button to begin playing it.