Getting OGG audio into software that only reads WAV
The two formats
OGG is an open container that normally holds Vorbis audio, a lossy format. WAV is the plain, uncompressed standard that nearly every audio and video program accepts.
The usual reason
Plenty of programs have never added OGG support, especially older video editors, some DAW plug-ins and hardware samplers. WAV is the format they all accept, so converting is the quickest way to bring OGG audio in.
When you can skip it
Audacity and several other open-source editors open OGG directly, and game engines such as Godot and Unity import it. Try opening the file in your software first, because conversion is only needed when it refuses.
Expect a larger file
Vorbis files are small and WAV is not. A 128 kbps OGG becomes about eleven times bigger as standard stereo WAV, so a long recording can reach hundreds of megabytes.
No quality gain, no further loss
Decoding to WAV does not restore what Vorbis removed, but it also stops any more loss. Edit in WAV, then export once at the end.
Pulling sounds from a game’s files? Check its terms. Many allow personal use, but redistribution is usually restricted.