How do you play it? How do you import them into your library? If it's not mp3, aac, or m4a, iTunes won't index it, it won't end up in your library, and any of the standard music apps will not play it.

Speaking from experience because this is a continuing pain point for my music collection that includes oddball formats like flac, ogg, and others--none of which I can even get on my phone without using a cloud service.