Wii U games are encrypted. To use a raw .wud or .wux file, you need the (a hexadecimal string). This key is widely available on homebrew wikis but is legally questionable to share. Alternatively, use Loadiine-ready folders, which are pre-decrypted.
: Be aware that some files may be encrypted. You may need specific keys (Common Key) or tools like Cemu to decrypt them before they are playable on an emulator or a modded console.