Forget these .cda files, you don't need them to copy the audio tracks.
Beside that, they don't exist per se, but are virtually "generated" by windows.
If a filesystem is being found, it gets displayed instead of the .cda's (which contain just the 44 bytes long RIFF headers, BTW).
It should be no problem to compile the prefered titles with
Nero.
Alternatively you can try Exact Audio Copy [EAC], which you can find
here.