it is stored in wma files when they are created, where it reads the original from is irrelivant there, when it writes it it adds that info
as for sophosauruses comments, every conversion done reduces quality a bit, however in most cases 1 or 2 conversions the quality difference is not noticeable, and would in fact be still higher quality than a worse encoder going direct from the original source
if you already have them in a certain format then converting is probably fine and unlikely to even be detectable let alone noticeable, but of course it's always best to rip anything directly from an original source without too many steps in between so of course in future ripping directly to mp3 is better than ripping to wma then converting, even if the only difference is the time taken
