Most Android phones don't have native support for WMA files. You could try a 3rd party player like PowerAmp. Find others by Googling "Android music player WMA."
In the future, rip your music into mp3 format if you want to save yourself the hassle. Alternatively, you could upload your WMA files to your Google Play Music library in the cloud, using the
Music Manager program installed on your computer. Once in your cloud, you can stream them easily from any device logged into your Google account, or download them locally for offline play.