Hi Arundhati Sen,
Thank you for posting query in Microsoft Q&A Platform.
From the ADF side you can make API calls to any service. So, in this case to your Send Grid also it can be possible to do. Coming to having attachment in send grid, if any API provides such functionality, then use you can make that API call using web activity. If no such Api in send grid and configuration of attachment needs to be done in that Send Grid, then consider doing so and making API call to it from ADF web activity.
Hope this helps. Please let me know how it goes.