To attach an object to a message you must first navigate to the object you wish to attach. For example, if you want to attach a calendar event, first find that event in the calendar. Then in the command bar you should find a message to friend link. Clicking that link will create a message for you with the event attached to it. You should be able to verify the object is being attached in the reference line of the create message form. From there you can create a message as normal and a reference to the object you attached will be sent along with your message.