An enclosure is simply a file that's associated with a specific news item in an RSS feed. For example, a news item may have an MP3 enclosure (also known as a "podcast") which provides audio commentary.
When FeedDemon encounters an enclosure, it displays a small paper clip icon in the news item list or newspaper. When the mouse is hovered over an enclosure icon, the cursor turns into a hand to let you know you can click to download the enclosure.
Unlike email attachments, RSS enclosures aren't downloaded until you click them. However, to provide an extra layer of protection, FeedDemon uses a safe list of allowed file extensions to block access to unknown enclosure types. This list can be customized, of course, but we've provided the most common ones for you (such as .MP3 and .MPEG). Blocked enclosures are shown with a red x in the news item list, and don't appear in the newspaper at all.