I have found that to successfully attach a file to a straw, you need to:
As far as screen shots, I know the site will upload .PNG files if they are under 2 Mb and have a file name that the site is happy with, and the site is also supposed to accept JPG files as well, however I've found that many pics (including screenshots) saved as JPG files will often exceed the 2 Mb limit - and that's why they won't upload. If I convert a .JPG file to a .PNG file, it usually takes up less room and will then upload (if under 2 Mb). I use MS "Paint 3D" (which comes free with the Windows OS) to trim/re-size my screenshots and to save them as .PNG files. For the first year or two I was here I couldn't get files to upload at all, so I didn't bother too much, I just included links to those files instead - but now I do it the way I have just described. For files that are over 2 Mb, if you can not shrink the file size (by saving it in a different format), it's often best to just use a link to the file instead, although that can be tricky if it's something you've created yourself and you don't have a public website to post it on so you can create a link to it.
In summary, it has to be a .PNG, .JPG, .DOC or .PDF file, it has to be under 2 Mb, and it has to have a simple file name with no special characters in it (letters and numbers only works).