WordPress supports a number of file type that you can place in the media library. Postie tries to add each attachment to the media library.
See https://codex.wordpress.org/Uploading_Files to see the default list of supported file types.
If you try to include a file type in your email that isn't supported by WordPress Postie will be unable to add it to the media library.
You can use a plugin like File Upload Types to add support for additional file types.