To attach a file to your message:
Press the Attach File button in the composer toolbar or select Message->Attach File or press Ctrl-Alt-A key combination.
Select the file you want to attach using the dialog box that is displayed.
Press OK
You can add multiple attachments at once.
When you send the message a copy of the attachment will go with it. Be aware that it may take a while depending on the current speed of your internet connection to send big attachments. Remember also that the attachment(s) will be sent to all recipients so if you do not want some to receive it, you will have to do transactions.