You cannot, it dosent allow it. See a quote from their website

You can't include an attachment
It's perfectly natural to want to include an attachment in an e-mail message
that you send by using mail merge. For example, you might want to attach a
document that lists all of your coffee roasts. Unfortunately, the mail-merge
process doesn't support attachments.


"DPW" wrote:

I am trying to send a mass mailing to a targeted audience via email using
Word 2003's mail merge function. I would like to attach a PDF file to each
email. I have been unable to figure out how to do this. Any suggestions?