First you will click to open a task with attachments. From there you will scroll down and select the check box on the left of the attachments that you'd like. Once you have selected the ones you want, you will then click "Copy to Files & Media."

This will open a pop-up window and allow you to select an existing folder or create a new one! To create a new folder, click the Create New Folder option on the bottom left. Once you select the Files & Media folder you'd like to send the attachment to, click "Copy."