IS there a way to create a report in Zephyr that includes the attachments?

I'm guessing you want to evidence that tests have been successful by viewing the testers' uploaded results.  I don't think that's possible - there is no option I've seen to include attachments in reports.

Would a custom execution status or custom execution field, denoting that an attachment exists or has been evidenced, suffice?  That is something you could report against and include as a filter in your reports.