Two ways: 1) while inside the return, click on e-file Menu then Attach Pdf;

2) while in e-file Home Base, click on the return you want, one at a time, then click e-file Menu then Attach Pdf.

The default location for pdf files is the same as the data files. 19Data. I scan documents and put them elsewhere, so I scan attachments,  then move them to the 19Data folder. Then when you click Attach Pdf the system finds them easily.