OneNote: Attach a file With the mac version of OneNote, the files that I attach to a page are always read-only.
In the windows version of the software, the files can be modified from within OneNote.

Is this a bug of the mac version, or is this something to do to be able to modify?
The files you attach are just copies of the originals.  In order to edit the attached files, you must go to the original and edit it there.  Once you update the Note, the changes will be reflected.  According to Microsoft:


  OneNote 2016 for Mac can keep all of your information about any
  subject or project together in one place — including copies of related
  files and documents that you can attach to your notes.
  
  Do the following:
  
  
  On any page, click where you want to attach a file or document.
  On the Insert tab, click File Attachment.
  In the Choose files to insert dialog box that opens, select one or
  more files, and then click Insert.
  Inserted files show up as icons on your page. Double-click any icon to
  open its file.
  
  
  IMPORTANT: Inserted file attachments are just copies of the original
  files. OneNote doesn’t automatically update the copies if the original
  files change at their source.