Convert .cda audio file to m4a I wanted to use ffmpeg

ffmpeg -i file.cda file.m4a


but I get the error

Invalid data found when processing input


So how can I convert lots of cda files on macOS?
I can't because a .CDA (CD Audio) file is a Windows file, created as a shortcut to a file located on a CD.

The file doesn't contain any Audio data.

I had to rip the CD on my Windows machine, then copy the ripped (located in the Music folder) files onto my Mac.