The file extension CFA is used for so-called conformed audio files from various media-processing Adobe products. CFA files are automatically generated files that are created when importing or adding an audio file to a project.
Imported audio files are converted to CFA files with 32-bit resolution (probably) without compression, to ensure the highest quality editing and faster previewing. Unfortunately, these files are usually much larger than the original files.
Depending on the file type, the program creates various auxiliary files (cfa, mpgindex) in the media cache. It also creates a media cache database that certain Adobe programs can share. This gives the programs access to the media caches of the other programs. (if available)
You can create or clean up cache folders under 'Edit-> Preferences-> Media & Disk Cache' (Windows) or 'Settings-> Media & Disk Cache' (Mac OS). These files are only necessary during a project and can be deleted after completion.