Why did Daniel Shays try to attack a federal building that held weapons?

Daniel Shays was angry with the taxes so he and a bunch of other farmers attacked a place that would get attention and show that he was 'in charge', but, he wasn't.

The state court had threatened to take his farm away, due to debt.

This was the same with a lot of other farmers so he gathered them together and they all formed a rebellion, thus 'Shay's Rebellion' As to enforce ideas about debt, taxes, and state judgement. :)