Quick update to where I'm at with this - I am bundling the files I want to attach to a 'book' into a .RAR file with WinRAR, renaming it to .CAL-ATTACH and adding that to the book. I have configured Windows to open CAL-ATTACH with WinRAR.
I can add, rename and remove files, I can open files with the default programs i.e. epub's with ebook-viewer, pdfs with PDFXchange, DOCX with Word (and replace on Save), images with IrfanView, video's with VLC etc
The thing I miss most is Open With… which means I can't open an epub with Sigil or a cbz with WinRAR - I can drag them out of the CAL-ATTACH, do what I want and drag them back into the CAL-ATTACH. If anyone knows of Windows archiver with an Open With... feature perhaps they could let me know.
Some might find this 10+ year old thread of interest ==>>
Supplementary material.
BR