Hi!
You will first need to rip the files from the CD in order to obtain the actual files.
Please note that .CDA files are just virtual files shown in File Explorer/Finder for an Audio CD, they are not the actual audio files.
Once the actual audio files have been saved to your computer, that is when you can convert them with Switch.
For a complete list of supported files, you may refer to this link <http://help.nchsoftware.com/help/en/switch/win/switchformats.html>