Some songs don't show up in Google Play Music on phone?
Android does not support many formats by its MediaPlayer library.
 Check http://developer.android.com/guide/appendix/media-formats.html to see if your codecs are supported.

If you don't use a player that features a custom decoder like PowerAMP‌​, you need to convert them to another format, preferably MP3 or FLAC if they are lossless.

Windows Media Player does have a way to change the default Media Copy format:


Go to Organize->Options
Switch to the Copy Music tab
Select the format you'd like from the drop-down list.
Select your preferred quality setting (in kBit/s, I recommend 256 kBit/s, because 320 kBit/s does not really add more quality for the bigger size)
Hit OK
Copy all the music!