Any message may have a file attached to it. If it does, the File field tells how large the file is. You can download an attached file using the Download command.
Download uses XModem to transfer the file. All Macintosh files are stored using MacBinary as well. Therefore, be sure to set your file transfer program to XModem/MacBinary mode.
In addition, some files will be packed using PackIt. Once you've downloaded them as described above, you need to unpack them using the PackIt III program. This program is available in the General message section (try Filtering on "Files: yes" and "Keywords: PackIt").