If you want to migrate from one org to another, then you first need to get a Weekly Export Service download. Make sure you check the “Include attachments” box. You will get an attachments.csv and the actual attachments.
The key to importing attachments is a little known feature inside Data Loader. The part that is not documented is that the import wants the actual filename in the BODY field. So for example, the attachments themselves have a ID name, let’s say its 123456789 and it is on your hard drive in the C:\Export folder. So in the BODY field you need to put C:\Export\123456789.
The only fields you need in the import file are – ParentId, Name, IsPrivate, OwnerId and Body.