I just installed this, and for what it's worth, I was having the same problem initially -- no box to add attachments, even after double- and triple-checking the installation.
I then posted a new thread with an attachment, just to make sure the basic functionality was still intact, and after seeing that work, the box suddenly appeared when sending a PM. So it's working fine now.
I don't know enough about coding php to say there's a cause-and-effect relationship between posting the thread attachment and the subsequent appearance of the PM hack, but I'm just sayin'....
This is in 3.6.4, btw.