When you receive a message with an attachment, you will always see the attached file at the bottom of the message and have the ability to open it. Attachment appears as the last line of the message.

Click on Open.  If you have the appropriate software on your computer, the attachment will open.
Example: Attachment is a .doc file.
Word is loaded on your computer. 
The attachment will open in Word.

Some attachments (HTML and some others) will open directly beneath  the Attachment line:

It is not necessary to save the attachment unless you need a separate copy of the file.