Perhaps. I tried burning .wavs onto a CD to play in my car, it didn't work. If I put the same songs into Nero and told it to burn as an audio CD, it worked fine. It might have been a file extension issue, as I know .cda does exist. Perhaps you need to rename the .wav files?
Lucky for me I had an aux jack in my stereo so I just used my mp3 player.
You can't just stick the files on the CD, you need track info and CD file system formatting for the player to read it as a disk. I've been playing with audio for a while though, and the base tracks on the CDs is wave files, learned that back around 2000 when I was messing with a lot of disk ripping to mp3.
But I'm sure that Blaine there is not quite asking this, more of "how do I get music on a CD that will play in a car stereo".