[SalesForce] How to display a message when the trigger finishes

Yes, you can absolutely accomplish this through an apex trigger.

If you dont have much Apex experience this link will really help to show you some of the best practices when writing triggers

http://wiki.developerforce.com/page/Apex_Code_Best_Practices

As far as the trigger you are looking for, something like this should work

trigger Opportunity_Trigger on Opportunity (after insert) { 

    set<Id> oppIds = new set<id>();
    for(Opportunity o : trigger.new){
        if(o.isWon && !trigger.oldMap.get(o.Id).isWon){
            oppIds.add(o.Id);
        }
    }
    list<Opportunity> myOpps = [Select Id, Name, StageName, OwnerId, AccountId, CloseDate, Amount
                                    From Opportunity 
                                    Where Id In : oppIds];
    list<Contract> newContracts = new list<Contract>();                             
    for(Opportunity o : myOpps){
        //Add whatever information from the opp to the contract that you want here
        myContracts.add(new Contract(
            AccountId = o.AccountId,
            //add more contract attributes here
        ));
    }
    insert newContracts;
}

While this should be a fully functioning trigger, and should work fine. Once you get comfortable writing triggers in this fashion, you might want to look into using another besdt practice for writing triggers, which is keeping the logic of the trigger outside of the trigger itself. There are many frameworks out there for this. Here are just a few

http://developer.force.com/cookbook/recipe/trigger-pattern-for-tidy-streamlined-bulkified-triggers

http://krishhari.wordpress.com/2013/07/22/an-architecture-framework-to-handle-triggers-in-the-force-com-platform/

http://www.tgerm.com/2012/01/salesforce-apex-trigger-template.html

http://wiki.developerforce.com/page/Apex_Enterprise_Patterns_-_Domain_Layer#Trigger_Handling

http://www.embracingthecloud.com/2013/09/06/SalesforceApexWrapperClass.aspx

These are great resources, but I would make sure you are more comfortable with Apex code before trying to jump into these.

I didn't see any checking of closed won in your code, so I added the check to the SOQL query for the opportunity below. The try catch around the SOQL query will prevent any contracts from being created if the opportunity is not closed won. Also, you weren't handling the attachment cloning in bulk, so I adjusted that as well.

public with sharing class CreateContract {

    Opportunity    opp;

    public CreateContract(ApexPages.StandardController stdController) { 
        opp = (Opportunity)stdController.getRecord();     
    }

    public PageReference Create() {
        PageReference pageRef = null;
        try{
            //If opp was not closed won, then the query will throw a SOQL exception and no contracts are created.
            Opportunity opp = [SELECT Id, AccountId, Amount, CloseDate, StageName FROM Opportunity WHERE Id=:opp.Id And IsClosed = true and IsWon = true];

            //Create the contract
            Contract c = new Contract(
                AccountId = opp.AccountId
                ,ContractTerm = 12
                ,StartDate = opp.CloseDate
                ,OwnerExpirationNotice = '30
                ,Amount__c = opp.Amount
            );
            insert c;

            //Activate - does this need to be a separate DML transaction?
            c.Status = 'Active';
            update c;

            // Copy attachments
            //Better to do this DML in bulk... so created a list of new attachments
            List<Attachment> newAttachments = new List<Attachment>();
            for (Attachment att: [SELECT Id, Name, Body FROM Attachment WHERE ParentId=:opp.id]) {
                newAttachments.add(
                    new Attachment(
                        ParentId = c.Id
                        ,Name = att.name
                        ,Body = att.body
                    )
                );
           }
           insert newAttachments;

           pageRef = new PageReference ('/'+c.id);
           pageRef.setRedirect(true); 
       }catch(QueryException e){
           //Added example of how to represent an Apex Error in Visualforce using a CustomLabel (Setup->Create->Custom Label)
           ApexPages.addMessage(new ApexPages.Message(ApexPages.Severity.FATAL,Label.Could_Not_Find_Closed_Won_Opp));
       }catch(DMLException e){
           //Error handle not being able to insert Contract or its related attachments
       }

       return pageRef;
    }    
}