Hi SueAnne,
You need to convert the .cda file to a format that Express Scribe can read, like a .wav file. NCH, the makers of Express Scribe have another program called WavePad that can do just that.
You need to download WavePad for free
here and then use it to open the .cda file, then 'save as' a .wav file.
If this is confusing you more, you can find the exact instructions on how to do this
here. For future reference, you can also find a list of audio and video files Express Scribe can load
here.
Good luck!