Is that within the home directory of the site you're viewing from? It's certainly possible that the files aren't readable by the (Linux) user that's doing the import. This is something that happens fairly commonly.
How many attachments did the import say it brought in successfully?
There is a table that stores this, but there isn't an interface to it. The information is shown before the import is finalized but won't be kept after that.
Inside that attachment directory, is it structured like 1/2/3/4/5678.attach? If not, that may be the issue as that's not a structure we support reading from (I don't think it's the standard format but it may have been available by the source forum for a short period of time).
Regardless, if the attachments haven't been imported, the only way to get them to import would be to revert to a pre-import backup (or do a fresh install) and do another import.