Programs enabling conversion of the file:
If your objective is to convert the file from WMV to the file MKV, you can use any of the applications listed. WMV to MKV conversion process in every program intended for this purpose (so-called converters) is very intuitive and everyone is able to manage converting a file.
However, bear in mind that the list may also include programs to support and work with the indicated extensions WMV and MKV - and not only converters. In such a case, you need to open the source file WMV and from the options available in the program, choose ”Save as... MKV" or "Export to MKV".