Audio lectures aren't really convertible to any of the three formats you mentioned. They can be embedded in Word documents. But only as an audio embedded file without any actual text. Some audio lectures may included close captioning, which may have its own track, but that would require special software to convert to text, PDF, docx, etc....You could use speech recognition software such as Nuance's dictation software and see if it can recognize the the audio lecture and make plain text out of it, but it might require wiring the audio out to the audio in. Mind you MacBook Pros can't run Classic operating systems. So if you are talking MacBook Pro, you posted to the wrong forum:
https://discussions.apple.com/docs/DOC-2463