Converting CD Audio Track Shortcuts directly to MPEG-4 Videos (.cda to .mp4 conversion) is, per se, not possible, since CDA files do not contain any audio data. These shortcuts only reference audio tracks on a CD.
You can, however, rip the CDA files off the audio CD into MP4 format. This can be done with a dedicated tool or (online) conversion utility, such as Digital Media Converter or dBpoweramp Converter, which should allow you to rip off CDA audio from a CD and export it in MP4 format.Open CDA file Open MP4 file
A set of audio and ripping utilities for Windows
A fast and easy to use audio-video converter which supports all popular media formats.
An audio data converting tool