Hi Susana,
I suggest to upload the attachment as a file into the course where the student is enrolled, assuming that the attachment is not private, only the message. Then, write your message and add the link to the file in your message text. If, however, the attachment is also considered private, then I suggest to use a cloud storage like Dropbox or OneDrive etc. and add the link to your message.
With kind regards,
Hartmut