It would be more optimal if that person that sends you the files instead saves it to a drive both of you have access to. Or a program/script does the job. I’m aware that this might not be possible in your company, but this would solve the root cause for all the manual clicking.
That being said, Outlook can be set up to automatically save attachments, using automatic rules and this script:
How to automatically download/save attachments from Outlook to a certain folder? (extendoffice.com)
I also found this forum post by Armin that mentions Selenium nodes to access and download emails/attachments, but that’s unknown territory for me: