Yes, you can attach a external optical drive. But you could need an external power supply for it like an external battery pack. The only problem are codecs for playing DVD, and don't ever think about Blu-Ray because those needs specialized hardware. You can't play a Blu-Ray movie even on a desktop PC without a dedicated graphics card (no, the latest Intel HD Graphics doesn't count as one) or AnyDVD -which may be illegal-
That thing aside, I have ripped my BD movies at the highest settings (around 10 GB MP4 file) and my first-gen Surface RT can play it nicely even if it's display isn't full-HD. Connected to an external monitor or HDTV I can watch the movie at full HD without even heating and after two hours I still have plenty of battery left.