WMA (Windows Media Audio) is a Microsoft proprietary format for audio which means, it cannot be played natively within Mac OS. There are such softwares that convert WMA files to MP3. The one that I tried out is EasyWMA. The user interface is pretty simple. Just drag a WMA file on to the EasyWMA user interface and it will start converting it to the desired format. By default, the format is M4A so you may want to change that option in the drop down list to MP3 so that the resulting conversion will be done in MP3 format.
If you do not care about specific quality, dragging the file to the EasyWMA program will convert it right away and without any additional settings and tweaks. Just wait till the conversion is finished and your MP3 file is good to go. EasyWMA does not have a shareware version for people to test it out though. You would have to pay them right away, and they will email you the download link to get the full version of EasyWMA. At least that is what I saw in their website. I did a little Googling and saw some search results offering trial versions though I did not check the links out. You may want to check them first and see if you can get a trial version first before opting to purchase the full version.