iTunes for Mac cannot play WMA. Your best option is to convert WMA on the PC before transferring. WAV should play, but there are different kinds of WAV. If you have compressed WAV it too may need to be converted into a format iTunes for Mac can play.
Some formats can be played with other applications on a Mac, but then it is not in iTunes.
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To play WMA,
Free Flip4mac QuickTime player components - http://www.microsoft.com/windows/windowsmedia/player/wmcomponents.mspx
After installation a new Flip4Mac pane will appear in System Preferences. Make sure you set the boxes to ensure that it will play WM files in Quicktime.
This will not play DRM protected files. There is no application or plugin that will enable that on Mac systems.
I have very few WM files and just use:
VLC media player - http://www.videolan.org/vlc/ - general media player that plays just about anything.
Perian codecs for Quicktime - http://www.perian.org - plugins to add functionality to Quicktime for playing additional audio and video formats
Quicktime audio problems, Perian, VLC - http://discussions.apple.com/message.jspa?messageID=9013669 - read note about uninstalling prior DIVX support before installing Perian.
For the WAV I personally would look at the codec used. I use the older, free version of MediaInfoMac. Regular WAV should play in iTunes. If it is a compressed version you can try applications such as Switch -- I don't know since I have almost no WAV files on my computer and the ones I have I converted years ago.