You can create these files yourself by "dumping" your physical Wii U discs or digital purchases from a homebrewed Wii U console. Tools like Wii U Hacks Guide provide instructions on how to use custom firmware to backup your own games legally. Once you have the raw files (often in "Loadiine" or "WUD" format), you can use the built-in in Cemu to convert them into a single .wua file.
and ensure your games are showing in the main list. Go to Tools in the top menu and select Title Manager . Find your Base Game in the list. wua roms wii u