I need to export Notes&Attachments for one object from production and Import to the sandbox. Attachments should be linked for each record how they are in production?
Attachments are linked to Parent record. Since you have to export the Parent record and related attachments and during insertion parent record Ids got changed to it will be difficult to map.
Best way to do this, is to create an External Id field on the Parent object. Populate this External Id with the current production's record id.
Then during upsert, map this External Id as ParentId and upload the attachment. This way, the link between Parent and attachment record will be maintained.