Hi ger, after activating a feature like ‘PDF’ (for example) on your Settings > Media admin page (and saving) you will find a little description at the beginning if the new section. It will tell you which class name is associated with the particular kind of media/content.
In most cases (except iFrame or Inline content) an auto-detection option is available (and activated by default) which means you do not need to bother yourself with adding any class name to the links.