OK Attached is a screenshot of what this looks like:
1. For the IMAP Get Component, I just made the output "Emails"
2. For the Loop Through Emails, I specified Emails as the collection (it's type is EmailDataType, found in the Email library). I specified the indexer var as "e"
3. For the Loop Through Attachments of Email, I specified e.Attachments as the collection (it's type is FileDataType). I specified the indexer var as "a"
4. For the Write File comp, use "a" as the File Variable Name. Now the tricky part: you'lll have to build some Output path that's unique to each attachment so you don't overwrite the same file over and over. You can build a path beforehand, or use a Dynamic Model to build a name.
Hope this helps.
You might be able to get around this by using one For Each Item in Collection comp as well. You can use FileDataType as the type, and specify Emails.*.Attachments as the collection. Either way should work.