WMAs are Windows audio files.
WMVs are Windows video files.
You don't really convert one to another.
But you can put WMAs into Windows MovieMaker and output any number of formats from there.
Can you describe where you're getting these files from and what you plan to do with them? Maybe we can show you how to do it.
If you are wishing to add the WMA soundtrack to a PrE Project, I would convert/rip the WMA to PCM/WAV 48KHz 16-bit, and then Import that WAV file into the PrE Project. Drag it to a free Audio Track. Though there is a Soundtrack Track, some users have had issues with it. Any free Audio Track, with the necessary channel-count is likely to work better.
For the conversion/ripping, there are many programs that can do this for you. I use Adobe Audition, but the great, free Audacity can do it nicely, as well.
As WMA can have aspets, like 6-channel Audio, wrapped in the WMA, I like doing the conversion, unless I need, say the 6 discrete channels in Audition, for output to DTS Audio with the SurCode DTS encoder program.