No audio from mp4 player

Hi

I was given a wmv file which I converted to an mp4 file in Wondershare so I could open it in Premiere. The file is just audio from a webinar, so no video.

I have cut the sequence that I want and tried to import it to the timeline two ways:

1. I clicked the overwrite button but it has just brought it in the video layer (yes I did have only the audio selected). So whilst it plays there is no audio.

2. I clicked the new item button and got a lot of options, wasn't sure which to pick so I clicked new sequence. And I have no idea what to do with it to be honest.

So any advice anyone can give would be greatly appreciated. Whether it is convert the wmv to another format or how to bring in the audio as well would be greatly appreciated

Thanks

Nikola