What can open a audio file with the ext.WMA

You won't be able to play WMA files natively on your Mac. Typically, you would have to convert them to a Mac-friendly format. However, there are a number of third-party apps out there that claim to be able to play them directly. Try an Internet search on: "How to play WMA on Mac" and you should get dozens of links to investigate.

The .wma file format is non-native to the Mac, and can be played with the free, 64-bit VLC media player which supports these formats.