If you see CDA files on your computer, the extension usually stands for compact disc audio. They represent shortcuts to tracks on an audio CD, although they don't contain any audio data themselves. Lots of programs including Windows Media Player can open a CDA file, but you must have the disc itself present in your computer to actually listen to any music or other audio.
How CDA Files Work
A CDA is a file that identifies a track on a CD. It's a bit like a Microsoft Windows shortcut file or a link that you can click while browsing the web.
Just as you can't open a Windows shortcut unless the file is on your computer and you can't get any data from a link unless you can connect to the website it points to, you can't use a CDA file without having the compact disc it's referring to in your computer.
It's not an audio file like an MP3, AAC or WAV file, so if you send it to someone else or transfer it to another computer, it won't be useful for listening to music without the original CD itself.
Extract CDA From a CD
If you access an audio CD in a computer running Windows as if it were a data CD-ROM, you'll often see individual CDA files. They're usually tiny in size, since they contain only a reference to the CD tracks.
You can drag or copy these files elsewhere on your computer using Windows Explorer or any other file management tool, but you won't actually be extracting audio from the disc.
Using CDA Player Software
You can open the files on the CD or wherever you've copied them using Windows Media Player or other audio software, either by double-clicking the files, right-clicking them and choosing the program you want or opening them in Windows Media Player or another tool using the "Open" command within the program's "File" menu.
You'll only be able to play the files if the CD is actually in the computer's drive. Otherwise, you'll get an error message that can be averted only by finding the CD and putting it in the computer.
Rip CDA Files From CDs
In many cases, you'll want to actually copy audio from a CD to your hard drive or to another device like a USB stick rather than simply copy a reference to the CD track. That will let you listen to the music or other audio content without having to keep the CD in your computer.
Copying audio from a CD is generally called ripping the CD, and copying audio to a new blank CD is often called burning a CD.
Plenty of audio programs, including Windows Media Player, Apple's iTunes and the open-source tool Audacity, can rip CDs. They don't copy the CDA files, but instead create audio files in formats like WAV or MP3 that you can save on your computer or transfer to your smart phone or portable audio player. You can also rip a CD to your hard drive, then burn the audio to another CD.
In Windows Media Player, you can simply click a button labeled "Rip CD" to rip the audio from a CD. Windows Media Player and other programs let you adjust the ripping settings in their settings menus to choose what format to create the files in and what level of audio quality you want. You may want to adjust these settings depending on how much disk space you want to use and what programs and hardware you want to use to play the files.
Copyright law often restricts your legal right to copy and distribute audio files and other creative work, so make sure you understand the legal issues around any music you rip from CDs.