I really like this version best out of the ones so far proposed. I have a couple of suggestions that might improve it even more.
I really don't like anything made to look like a URL to have a double solidus (what W3 likes to use for "forward slash") in it. Yes, I know the format used for a shortcut wouldn't have to be directly related to the actual URL to which it refers. That would be very unlikely anyway unless someone at PM controlled the sites referenced. It's just a strong habit to eschew syntax in a URL-alike that wouldn't actually be valid for a URL. Perhaps one of these would be nicer for every section of a particular OS:
[man://env/*/Solaris] # I like the "any" mnemonic
[man://ksh/?/Linux] # looks like a query string
[man://bash/any/OpenServer] # kidding about OpenServer
The question mark works for two reasons: it makes what comes after it just look like a query string, and it's a one character wildcard in many contexts (with most manual sections being represented by a single character). The asterisk is pretty plain: anything goes here. The "any" and "all" are pretty self-explanatory. The ASCII minus sign (doing double duty and standing in for dash here, as it often does) is just a common URL member character that happens to be a valid directory name (even if it's not straightforward to 'cd' to Bash) and valid URL segment.
Also, a simple one in your scheme since people have mentioned specific versions of the OS:
That's still an issue for Linux, since different distributions have different numbering schemes and such. Perhaps:
Or perhaps a few of the most popular Linux distros are considered their own OSes:
[man://for/any/Puppy/4.1] # What? It's very popular in my office. ;-)
All of this leads to the inevitable maintenance questions, though. Who chooses which OSes are included? Who chooses which site to use for the man page links? What happens when that site goes down or changes its URL structure? Who's going to do the work on the PM end, and what Perl-related or PM-related resource would have had more attention if not for this? The MS Knowledge Base shortcut seems reasonable from the maintenance standpoint, as it's a single number reference to a single fairly stable site.