You don't. You either burn the CUE/FLAC combination in a burner that can decode the FLAC data or you play it in something that understands what CUEs are (lots of players AFAIK).
A CUE/FLAC is very much like an audio CD. An audio CD is just linear PCM data with a CDA-formatted header that states where all the track boundaries are. In your case the audio data has been losslessly compressed into the FLAC and the CUE is the track information.
Converting to WAV only serves to undo the compression. You might need to do this to burn it to disk.
If you want to split the main FLAC into separate tracks, this blog suggests a quick command:
cuebreakpoints filename.cue | shntool split -o flac filename.flac
(You'll need to install the commands first:
sudo apt-get install cuetools shntool)