I have a timing structure question:

Is "When this Unit(or Legend) attacks..." the same as "When this unit(or Legend) is declared as an attacker"?

This questions comes up because of cards like:

http://deckbox.org/whi/Thorek%20Ironbrow

http://deckbox.org/whi/Descendant%20of%20Indraugnir

http://deckbox.org/whi/Lilea

If these are not the same, a what point do I (in the above cases) assign the indirect damage or put down a support?

Any clarification would be great!

It's the same, you trigger these actions when you declare those units/legends as attackers.