Dragging attachments from Outlook into applications
When an application initiates a drag it specifies what's available to drag by putting available formats in a IDataObject. When a 'drop target' receives a drag drop event it can query available formats to see if it can accept the data.
It's quite complex and therefore most drop targets only accept the very basic CF_HDROP format, which it appears Outlook does not provide.
The only way around this is to either use another app that can read PST files and handles CF_HDROP in the drop source or using a tool like the one above to strip the attachments from your emails and have Explorer handle the drag and drop.
If you want to drag the attachments from Outlook to a web app, you can install the Outlook2Web add-in into Outlook. I don't think it works with desktop apps, just web apps.