Attach files in batch import

Is there a way to attach files (pdf, jpg)? This would be when doing something like importing transaction data from an accounts payable or billpay system, where the transaction data and images of the actual bills (necessary supporting documents) are exported from the system, and need to be imported into Manager

Correction: I know how to attach files; what I mean is: is there a way to attach files to transactions during batch import/create (maybe by having links to the file in a column in the import spreadsheet)?