Hi Nobert,
According to what i ever met on my site,
Yes, avast will be detect the mail attachment which’s contains any suspicious documents.
As you know this is not a new attacks method anymore, they attached the exe file with hidden on PDF or some microsoft office file format.
So each time if the victim open the attachment, then automatically the malware will be run behind of your system background.
Some of them sent the email with subject from DHL or Fedex or maybe your financial department includes with some attachment file. If you curious to know more about them, you may try to download, but please don’t open the file and you may try to see the file details with right-click and choose properties.
Here is the one an examples that user shared : hxxp://www.ambruceli.com/malware-from-fake-dhl-email-attachment/
Anyway, malwarebytes for free is doesn’t includes with real-time protection and only support for on-demand scan feature. Also Malwarebytes doesn/t have a feature to scan the file which attached on the email as well and different with avast antivirus.
cheers,