You can't do it straight away as an Attachment. As an attachment is one of those "lesser" objects that salesforce really gets "protective" about in a random and biased way. The only "legit" way to do it is to use some external build&deploy tools such as Force.com IDE.
Or else, you can go to any object's trigger list and click on create new. In the URL locate entity query string parameter (e.g. entity=Case) and change it to Attachment (entity=Attachment) and press Enter. A new loaded screen will accept Attachment trigger.
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