UPDATE 2/23/2016: Apple fixed the previous bug in Yosemite Mail where you couldn’t test these links or click on them in Mail. If someone is still on Yosemite they might have an issue (not sure if this bug was ever fixed for Mail under that operating system). It works as shown in El Capitan.
UPDATE 3/4/2015: While you can still build these signatures in Yosemite (OS X 10.10.2) you can’t test them or use them in Yosemite Mail.app. If you build it and send it to someone not on Mail they should work as usual. You can however log into iCloud.com and test your signature there.
How to add clickable social media icons to your Apple Mail.app signature! Where to find a great set of social media icons. Be sure to catch my major goof in the middle and stick around for the disclaimers at the end.
Here’s a list of links used in the video: