These files are virtual 'placeholders' that Windows shows in place for audio tracks on an audio CD.
You can digitally read the audio track (a.k.a. 'ripping') by simply opening the .CDA file.
Awave Studio only: An alternative is to use
I/O → Read from Sampler CD, which will give you a more suitable user interface, as well as allow the track names to be automatically fetched from an on-line data-base.