Tell me, please, how to add to the files and images the inscription "available only for registered users", if they are not logged in?

If you want to limit forum attachments, you can do this via the access masks for the guest roles. For example by Default there is the Read only Access Mask, which have the download flag disabled. That Access mask you need to apply for each forum you have and assign it to the guest role.

 2018-09-16_10-00-16.png You have insufficient rights to see the content.

I would like that they see it something like this:

 2018-09-16_10-00-15.png You have insufficient rights to see the content.

Just add label "available only for registered users".