So ...

We are going to use a handy plugin called MimeTypes Link Icons.

Here it is:

https://wordpress.org/plugins/mimetypes-link-icons/

Note: you'll see the usual warning message saying that the plugin hasn’t been tested with the latest major releases of Wordpress ... Ignore it ... I've tested the plugin on Wordpress 5.1 and works fine.

It's a big plugin (4 MB), so let's see the usual speed tests ...

Here are my results before installing the plugin ...

... and the result after installing and activating the plugin:

As you can see, this quite big plugin is definitely a well-coded plugin. It's almost invisible ...

Now let's see how it works ...