.cda is a common filename extension denoting a small (44 byte) stub file generated by Microsoft Windows for each audio track on a standard "Red Book" CD-DA format audio CD as defined by the Table of Contents (ToC) (within the lead-in's subcode). These files are shown in the directory for the CD being viewed in the format Track##.cda, where ## is the number of each individual track.
The .cda files do not contain the actual PCM sound wave data, but instead tell where on the disc each track starts and stops. If the file is "copied" from the CD to a computer, it cannot be used on its own because it is only a shortcut to part of the disc. However, some audio editing and CD creation programs will, from the user's perspective, load .cda files as though they are actual audio data files, and allow the user to listen to them. This should not be confused with the tracks actually containing the audio data on the CD.