You can't convert .wdd files to .wdr files
a .wdr file is a 3d model, the .wtd files are texture files
with clothing and stuff like that there's usually 1 .wdr file (the model of that particular set of clothing) and a few .wtd files (the different skins linked to that model).
If you want to convert a certain 3d model to overwright an existing piece of clothing for niko, you'll have to do it this way:
If you have autodesk 3dsmax I might be able to simplify that tutorial for you although I have to warn you that it will take a fair amount of time. You wouldn't believe how many times I've failed trying to convert something before I finally got something working.