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I'm learning Access 2007, and among the list of data types are the OLE Object and the Attachment.

The text has this to say about Attachments:

You can use attachments to store several files, and even different types of files, in a single field. The Attachment field is new for Access 2007 and stores data files more efficiently than using other fields like the OLE Object field.

More efficiently than OLE Objects?

What is the purpose and proper use of the Attachment data type? And how is it related to the OLE Object?

A: 

Judging from this description, I would say that it is some sort of native binary field.

OLE Object fields were really just containers for OLE objects. They suffered from considerable bloat, and were clumsy to use.

Robert Harvey
It's also a multi-value field, and most experienced Access developers would prefer to handle many-to-many relationships explicitly, rather than depending on having it done for them. I have not seen anything demonstrating definitively that the attachment data type (which was added for Sharepoint compatibility) is useful outside a Sharepoint context.
David-W-Fenton