In the Window's Explorer, select the audio files you want to convert.
You can select the audio files by left clicking and then dragging over the file icons (When you are dragging it shows a big square.). Or you can select the files by holding down the Ctrl key and left clicking on the individual songs you want.
Right click on one of the selected audio files and a menu will appear. Click "Convert to WAV" or "Convert To" and select the appropriate destination format. All the files selected will be queued up.