You cannot copy attachments using SPD Workflow as OOTB, however, you could achieve this using
Visual Studio workflow.
Event receiver as mentioned at Move/Migrate SharePoint List Attachments to Document Library with Created and Modified Date
via REST as mentioned at Using SharePoint Designer 2013 Workflow to copy file
Check also similar thread how to copy List item attachment to document library with SharePoint Designer workflows?how to copy List item attachment to document library with SharePoint Designer workflows?