I wanna redirect all my attachment pages directly to the media file itself instead of showing the attachment page.

Can anybody help me with that?

If not, you have to use something like this (to be put e.g. in you (child) theme’s functions.php)

add_action( 'template_redirect', 'your_prefix_attachment_redirect' );
function your_prefix_attachment_redirect() {
  if ( is_attachment() ) {
    wp_redirect( wp_get_attachment_url( get_the_ID() ), 301 );
    exit();
  }
}