You actually can attach multiple files in a single secure message using Zip files! To do this follow these steps:
1) Locate the file or folder that you want to zip.
2) Right-click the file or folder (you can also select specific files using your mouse), select "Send to", and then select "Compressed (zipped) folder". See below:
What happens now?
A new zipped folder with the same name is created in the same location, which you can then choose to upload in a single secure message. See example: