Hey @edL. Welcome to Discourse.
I’m sorry to report this, but the Xenforu importer doesn’t support attachments or Gallery images. You’ll need to modify the importer yourself to add support or hire a developer. If you are not afraid of a little Ruby (I wrote a couple importers before I really knew Ruby), you might check out the vanilla_mysql, vbulletin, or answerhub importers, which replace a [attach] tag with an attachment. If you’re a programmer, once you’ve done the [attach] it should be reasonably clear how you’d similarly do the [gallery] tags.
If you’d like to hire someone to do the work, you can post in Marketplace and/or have a look at Redirecting…