But I actually do have media and shared notes linked to many of these sources!
But that is not what this list shows. Those columns are records that have the source linked to them, not the other way round. So in each column:
Individuals – how many individual records contain this source.
Families – how many individual records contain this source.
Media objects – how many media records contain this source.
Shared notes – how many shared note contain this source.
It is fairly unusual to add a source to a media or note record, but you can.