I only have the .mp4 files from a Sony XDCAM EX shoot, is there a way I can still convert them for use in AfterEffects on Windows?
MP4 files should be all you need.  There shouldn't be any encryption on the files.  It is possible you may need to download a codec.  MP4 files are just a container format, so different codecs could be used within it.  It is possible that you don't have the needed codec installed, but if you do, the files should just open in After Effects without issue.