CDA 'files' aren't files - they're a fiction invented by Windows to refer to CD audio tracks.
You need software that can rip audio tracks from a CD. If it's for the web, I'd be very surprised if you want WAV files as they're huge - MP3, WMA or another compressed format would seem more suitable.
There's loads of packages that can do this for you - Windows Media Player 9 is one (free) possibility - though there are reasons why some would look down on it.
Of course, you can only rip the files and put them on the web if you have any necessary permissions from the copyright holder of the source material.