I can’t find anything in the Gnus manual about X (e.g., attachments, PGP, MIME...), is it not documented?
There’s not only the Gnus manual but also the manuals for message, emacs-mime, sieve, and EasyPG Assistant. Those packages are distributed with Emacs and used by Gnus. They are documented in separate info files, so you should have a look in those manuals, too.