Attachments are generally either Word docs or pdf files. However, you can attach audio, video, images, animations, charts, spreadsheets, slide shows - any file that can be opened on the recipient's computer.
Attaching files gives you the opportunity to share your message in many forms. It may also provide the receivers with the opportunity to print your attachment. The information in your file then becomes portable; i.e. they can read the information when not on the Internet.
There are limitations on the size of the attachments you can send. Each administrator of the service will have their own rules.