The Email Prospect workflow action supports sending files as attachments.
You can add up to 5 files to an email. The max file size is 5 MB. Note though, if you are sending an attachment to a prospect, you will not be able to track the file engagement. We strongly recommend using tracked/gated files for full visibility and reporting on file engagement.
You cannot attach a file to a calendar campaign step. The only way to attach files is by using the Email Prospect workflow action as described here.