I don't know if there is a single source for all the icons, but many of them are depicted and labeled in the several help sections for ArcCatalog. This will require a bit of reading and scrolling around, though.
ArcGIS Help (10.2, 10.2.1, and 10.2.2) A quick tour of ArcCatalog
ArcGIS Help (10.2, 10.2.1, and 10.2.2) Making connections in ArcCatalog
ArcGIS Help (10.2, 10.2.1, and 10.2.2) The Catalog tree and item properties in ArcCatalog
For the ones that are not depicted, one can try creating items in a test environment and see what icon appears. For example, try making a File Geodatabase and observe what icon ArcCatalog gives it. Then make a Feature Dataset within the File Geodatabase. Then Make a point Feature Class, etc.
Chris Donohue, GISP