The fact that you do not understand how it works does not mean that it does not work… The Apply action in the application settings means the persistent state of this action in the future too.
In your case, you have created only one condition - the receipt of a mail from yourself. Since you already sent yourself a mail (for the test), and you don’t send anything to yourself anymore, naturally, nothing else comes from you.
Now, you have to create some other condition, for example, the receipt of a email from some other sender. Which sends you mails, of course. And wait until he sends you a mail with an attachments inside.
But, I am not a primary school teacher. There are Mail.app guides to learn mail rules. I am always happy to help in Mail.app’s scripting problems that are not described in books.