In the message/reply composition window, there's a location to specify the attachment file near the bottom of the text entry portion, above the "Submit/Preview" buttons. When you've previewed the message and are happy with it's content, then either fill in the path to the file you want to attach in the "Attach file" box, or use the feature to browse to the file on your hard drive to fill in the path. I don't use Windows or the Windowsy stuff available for Linux, so it's a guess on my part that maybe you can drag the file into the "Attach file" entry box from either your desktop or file manager ("My Computer").
If you "attach" the file into that entry box and preview the post, the file will get sent to the server but the entry box will be empty in the resulting preview so if you "Submit" it then, there will be no attachment and you'll have to enter and send it again when you "Submit". It's best not to fill in the box until just before you "Submit" the post in order to avoid needless duplicate sending of files to the server.
Sorry, I <i>tried</i> to help... I'm sure you'll find it's really embarrassingly simple.
Glen