In Windows I have some files ripped from a compact disc. MediaInfo reports their codec as PCM and the file container format as CDDA (Compact Disc for Digital Audio).
They can be played with Windows Media Player. How can I play them using MPlayer?
You can't just copy .CDA files from a CD - they're virtual and contain no actual data. As Wikipedia states:
WMP is basically accessing the data on the disc when you open the .CDA files. You need to rip the CD properly using an app such as Exact Audio Copy to a format such as WAV, FLAC or MP3, which can then be played in your player of choice.