You might have noticed in some websites that shows an icon on the side of the document or file link. PDF icon is most common and widget used icon on links directing to PDF. Now by using MimeTypes Link Icons plugin you can automatically convert your file links to their icons. The plugin covers a long list of supported file extensions where it would be showing the icons automatically.
Simply install and activate MimeTypes Link Icons then visit your WordPress admin area Dashboard -> Settings -> MimeTypes Icons page and here you can enable the icons for different linked file extension by checking the boxes infront of them.