I posted a support request on this problem and it is now fixed inside 24 hours. So Attachment is supported.
I asked for an explanation of the problem and this is it:
In order to present the list of fields for you to configure your
mapping, Connect asks your Salesforce organization for schema
information. To reduce the number of API calls it caches this
information for all objects.
In this particular case the cached schema for one of the objects was
blank - this was likely caused by a transient error at the time of
caching (perhaps the a network error when calling the API), but meant
that when you tried to create a new mapping the blank information was
causing the (not particularly helpful) error message you were seeing.
By forcing the cache to refresh the correct schema information was
loaded which then fixed the issue for you. I've notified the
development team of the problem so that they can implement a fix so
that this doesn't happen in future.