This question explains how to convert pcm to wav.
I copied the Discord audio into a List<byte[]> by overriding the Method AudioReceiveHandler#handleCombinedAudio:
private List<byte[]> rescievedBytes=new ArrayList<>();
@Override
public void handleCombinedAudio(CombinedAudio combinedAudio) {
    try {
        rescievedBytes.add(combinedAudio.getAudioData(VOLUME));
    }catch (OutOfMemoryError e) {
        //close connection
    }
}
After that, I copied the List into a byte[] and created the wav file.
try {
        int size=0;
        for (byte[] bs : rescievedBytes) {
            size+=bs.length;
        }
        byte[] decodedData=new byte[size];
        int i=0;
        for (byte[] bs : rescievedBytes) {
            for (int j = 0; j < bs.length; j++) {
                decodedData[i++]=bs[j];
            }
        }
        getWavFile(getNextFile(), decodedData);
    } catch (IOException|OutOfMemoryError e) {
        e.printStackTrace();
    }
private void getWavFile(File outFile, byte[] decodedData) throws IOException {
    AudioFormat format = new AudioFormat(8000, 16, 1, true, false);
    AudioSystem.write(new AudioInputStream(new ByteArrayInputStream(
            decodedData), format, decodedData.length), AudioFileFormat.Type.WAVE, outFile);
}
In case that the rescieved audio gets too big (OutOfMemoryError) the conversion is aborted.