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If you hold down the option key while dragging the file into the notes, or check the appropriate radio button when using Edit->Attach File, you'll get a copy made of the attachment which will be stored in the OmniFocus database and synced to all your other OmniFocus clients.

Restraint is a good idea with this feature, as too many attachments (or attachments which are too large) will impact sync speed. Use the Attachment List window (under the Window menu) to find attachments which you no longer need (or verify that you've indeed embedded them, rather than linking).