Your AAX file is playable in my foobar2000 player probably because vgmstream plugin is installed. So after loading the file in F2K, right click on it and select convert to whatever.
You haven't installed it properly. Just double click it from that link and it will install and be located here C:\Users\[username]\AppData\Roaming\foobar2000\user-components\foo_input_vgmstream