The https://www.mediawiki.org/wiki/Help:Links#External_link_icons section is outdated.
Description
Event Timeline
Apart from URLs being dead (bits.wikimedia.org/skins-1.17/ not on any servers anymore as 1.17 is ancient history), the documentation is outdated since removing lots of icons in https://gerrit.wikimedia.org/r/#/c/123817/ etc. and anybody could update that wikipage.
See http://git.wikimedia.org/tree/mediawiki%2Fskins%2FVector.git/17dd072f3b595914230133409d0a7c138a5046a7/images for what is still there by default in the Vector skin.
The remaining item could instead link to Git/Gitblit I guess: like http://git.wikimedia.org/raw/mediawiki%2Fskins%2FVector.git/17dd072f3b595914230133409d0a7c138a5046a7/images%2Fexternal-link-ltr-icon.png
Some skins still use fancy icons, for example MonoBook: https://www.mediawiki.org/wiki/Help:Links?useskin=monobook#External_link_icons. The 'lock' and 'news' icons are gone everywhere, though.
Current code for this is in [mediawiki/core]/resources/src/mediawiki.skinning/content.externallinks.css, and the images in [mediawiki/core]/resources/src/mediawiki.skinning/images. These are only loaded if the skin loads this RL module explicitly.
Considering that the page still loads the same icon for different actions, i have deleted all other icons and test links, but retained the list of triggers, so the viewers can still see what are the possible actions when they click on a certain external link. Screenshot of the table can be found below.