I finally found it! It’s on the edit page settings. Since I edit using Elemntor, I rarely even visit the “edit (classic editor)” link for the page.

But seriously, how hard is it to EXPLAIN this in the documentation for the plugin. It would take just a few settings to explain that one needs to to edit the page in WP that they plan on inserting the shorcode and there will be an attachment box to add and edit attachments. So freaking easy! Instead I had to spend forever figuring it out.