You're correct! If you download the file, and it downloads as anything other than a .wav format, then it has to be put through a program that will convert it to a .wav format. Otherwise, the car won't recognize the file and ignore it entirely. You can usually check the file format it is in by checking the properties of the file. On Windows, you can do this by simply right-clicking the file and then clicking on properties and then going to the details tab and scrolling down to find the file type. However, I wouldn't know how to do this on any other platform like IOS, macOS, Android, or others.