Can I add a link or attach a file to the message?

Dux-Soup does not support file attachments. However, you can add a link when you are sending direct messages to your 1st-degree connections. 

They will get a clickable link in their message and a preview if LinkedIn supports this.

Just type in the URL in the message:

Expert user interface (in Dux-Soup Options, Actions tab)

Regular user interface for Pro (opens after you click on the Message button)

Your contact will get the following message: 

Please note that if you are sending a connection request to your 2nd and 3rd-degree connections, you cannot add a clickable link - it will appear as text and the end receiver will not be able to click on it.

LinkedIn offers a 'post inspector' tool that allows you to preview how your link will appear. You can access it here: https://www.linkedin.com/post-inspector/