I want to send an attachment with
hook_mail_alter(). Do you have any ideas about which parameter should I use?
Does the variable
$param help, in some way?
The default mail implementation in Drupal does not support attachments.
You will need one of the contrib mail modules which support attachments, for example http://drupal.org/project/mailmime. I wasn't able to find any useful docs and it seems that the maintainer is aware of it and hopefully working on something.