What I would do is first create another field that will house the proper url, then use the webclient.downloadfile(url, pathplusfilename) to download the file from the getattachment info (use the attachment guid and file name to generate the /getattachment url path). Put these files in a temporary folder first, then use the media library API to place them in the media library.
Lastly take the new media library file and build it's url to place in the new field you created.
Once you've done this all, you can delete the existing file field and rename the new text field.
If you need code help just tell me, but check first Kentico API samples.