There are volumes of both freewares and sharewares for file conversion of different types. There are also long lists of sites to pick from when running a web search. One site with several sites listed is seen at
Best Download Software - All Most Popular Software Free Download One free tool specific for wmv to mpeg is seen at
::.:: Iran Download - WMV to AVI MPEG WMV VCD SVCD DVD Converter v2.8.0 ::.::
As far as guides you simply follow the help files if any for the program itself. Some of the freewares will work well while others have adwares at times. Usually you select the first type of file from a menu to be converted like wmv and then you then choose the format for it to be changed to. DIVX is one shareware that seems good found among a few others at
Video Encoders and converter Fully Reviewed Freewares