How do I import attached files along with information?

I know that you can’t import HTML/PDF files, which is why I’m creating text files with the information they contain.  What I’m trying to do is almost what you suggested, except that I’m trying to use the Attached File field.  I guess I’ll just put the file path into the URL field instead, although it still bothers me that the Attached File method didn’t work, and I would like to know why.