.CDA is not officially a file format. It is actually a menu like device used by CDs to locate audio on the CD. The actual file format on a CD is raw audio, either denoted as PCM or WAV format.
To convert CDA to MP3 (the files .cda represents), you need a tool to perform digital audio extraction, also known as cd ripping. Most new CD-ROM drives support cd ripping so you should be OK. When shopping for a cda to mp3 converter, make sure you find one with error correction and a good MP3 encoder. Error correction compensates for scratches, dust, and other abnormalities on the CD surface that would otherwise produce pops and skips in your converted file. Finding a good MP3 encoder (handling the to .mp3 format conversion) is crucial in getting the best compressed sound.
