VGMToolBox will do what you need. Though you first need to accurately copy the XA file from disc - make an iso of the disc (use IsoBuster) and read it in with a program called CDMage. Most times CDMage will be able to extract the files correctly - in rare cases you may do better using IsoBuster (raw extraction of files).
Sorry I can't provide much more info as it was a while ago now that I tinkered with this stuff and I'm just using conversation logs to jog my memory along :) Google will of course provide you with links to the tools I listed.
Once you have the XA extracted you should be able to drag'n'drop it into the XA portion of VGMToolBox and it will create a directory with the extracted files. Music files are generally named something like 'xx0064xx' where xx can be any number. Those should be playable with vgmstream, maybe you'll need to rename them as .xa first, I can't remember.
If you are having trouble with VGMToolBox, you'll need to make sure the file you extracted using CDMage is correct - using a hexeditor you'll check if the header is a RIFF header, if not, use IsoBuster (raw extraction) to extract the file and hope it did better. Also some versions of Windows can actually copy the file straight off the disc, but the validity of these files is not 100% either. Any files that begin with the RIFF header should be fine.
Inspired by this post, I've been doing a lot of rework on my CD-XA extractor. I've put the special Koto version up here.
I've added a small change for files that all contain the same Track Id. You can adjust the silence detection to try to split the file. It also only extracts the music files now, others are not extracted. Like HotCakes said, the xx6401 files are the ones we want.
Lastly, be sure to use CDmage 1.02.1 Beta 5, you can grab it here: http://www.geocities.com/cdmage/beta.html It seems to be the only version to extract XA from disc correctly.
Thanks guys, VGMToolbox it's very useful (Special Koto version FTW).
Another question... It's possible extract with VGMToolbox sounds files (Not .XA) of Sega Saturn ISOs? I don't have idea how to do it (If it's possible...).
You know what type of sounds files are present in Shining Force 3 (Premium Disc) and how to extract it?
Shining Force 3 Premium Disc uses sequences and has been ripped by Kingshriek. You can find it on Kingshriek's Rip Page. A search for "aossf" should help you find the Winamp plugin to enjoy the music.