It's perfectly legal to charge someone with attempt if the law says that attempting that crime is itself a crime. In this case, all four counts are for a violation of 18 U.S. Code § 2339B(a)(1), which says:
Whoever knowingly provides material support or resources to a foreign terrorist organization, or attempts or conspires to do so, shall be fined under this title or imprisoned not more than 15 years, or both, and, if the death of any person results, shall be imprisoned for any term of years or for life. To violate this paragraph, a person must have knowledge that the organization is a designated terrorist organization (as defined in subsection (g)(6)), that the organization has engaged or engages in terrorist activity (as defined in section 212(a)(3)(B) of the Immigration and Nationality Act), or that the organization has engaged or engages in terrorism (as defined in section 140(d)(2) of the Foreign Relations Authorization Act, Fiscal Years 1988 and 1989).
"Attempt" isn't just a crime in federal law; in fact, it's probably less of a crime in US federal law than almost anywhere else. Most places (including every single US state, the UK, France, and Germany) make it specifically illegal to attempt any felony. In US federal law, it's restricted to a handful of offenses where attempt is specifically written into the law (like here).
Attempt in the US does require more than intent. Federal law doesn't define it, but state laws basically all say it requires an overt act constituting a significant step towards the crime, which must be "strongly corroborative" of their intent to complete the crime. Basically, while they don't have to be stopped just before the crime, they have to have done something that proves that unless they were stopped they would have done the crime.
Your confusion is because you either misread or didn't read the complaint. There were three attempt counts: the one from April 17 was only for M. Farah and Daud, who were the two arrested in San Diego. There was another from November 6, 2014 for M. Farah, Abdurahman, and Musse; and a third from November 6, 2014 for Omar. The November 6 charge for Omar involved him trying to get on a flight to San Diego but being denied boarding by the FBI; since he had taken a significant step towards taking his trip (i.e. showing up to start the trip) and would likely have completed it absent FBI intervention, that qualifies for attempt. M. Farah, Abdurahman, and Musse bought Greyhound tickets in Minnesota on November 5-6, and showed up at JFK airport on the 8th to fly out of the country (they were denied boarding by the FBI). I suspect the "November 6" in count 2 is really supposed to be "November 8," because that's when they were stopped (but that kind of minor error normally isn't a big deal). So November 6-8 saw four of them attempt to leave the country but they were stopped by the FBI, who didn't arrest them on the spot (although they arrested someone going with the three at JFK).
Lastly, all six of them (including A. Farah, for who it's the only charge) are charged with conspiracy to provide material support. There is a general federal conspiracy law (section 371) which requires that at least one party to the agreement commit an overt act (which is defined much more loosely than for attempt) in furtherance of the conspiracy; however, the core of the conspiracy is the agreement, and an overt act is not a requirement in 2339B(a)(1). So all they really have to show is an agreement, and they got much of that from an informant (who was wearing a wire). That said, everyone charged did something that would count as an overt act -- the five who tried to go obviously have the attempt, and A. Farah supplied stuff to the informant to try to get a fake passport.
So in the actual complaint they had enough to potentially show attempt for 5 of the 6, and enough to potentially show conspiracy for all 6. Don't assume that just because someone wasn't arrested on the spot, they can't be charged for attempt -- for any felony, you can be arrested after the fact.