how to convert cda. file and add to itunes?

Hi guys,

Hope somebody can give me some advice. Ive purchased a CD from Amazon which is not available on Itunes and copied the file onto my Mac using my mum's PC. The file is in the cda. format and I am unable to move it to Itunes or to open it.

Please provide some steps as to how I can resolve these issues.

Thanks in advance,

Margarita