You have 2 possibilties to add an attachment to your message:
In the message then edition part of your campaign, you can add an attachment at the header, just below the object:
Or in the Test & Send tab, you also have the possibility to add an attachment by clicking "See details" next to the sending cost, then clicking the pencil next to Attachments :
Select the files you want to attach and keep in mind your attachments should not exceed 5MB.
To quit the attachment selection screen, click the red cross in the top right corner.