Any “enters” abilities of the copied card will trigger when the tokens enter. Any “as this creature enters” or “this creature enters with” abilities of the copied card will also work.

If a token is exiled with Mardu Siegebreaker’s third ability, it will cease to exist and won’t return to the battlefield. Mardu Siegebreaker’s last ability won’t create copies of that token.

Auras attached to the exiled creature will be put into their owners’ graveyards. Any Equipment will become unattached and remain on the battlefield. Any counters on the exiled creature will cease to exist. When the card returns to the battlefield, it will be a new object with no connection to the card that was exiled.

If the exiled card isn’t a creature card, the token copies will still be created and they’ll still enter tapped. They just won’t be attacking.

Although the tokens enter attacking, they were never declared as attacking creatures. Abilities that trigger whenever a creature attacks won’t trigger when those tokens enter attacking.

If Mardu Siegebreaker leaves the battlefield before its “enters” ability resolves, the target creature won’t be exiled.

The token copies what’s printed on the exiled card and nothing else. It doesn’t copy any effects that changed its characteristics before it was exiled.