The r namespace is for redirects to common pages/sites so we can link here and thus be able to update all links if needed.
Inter-Wiki redirects should be handled by creating a page with a redirect statement per this doc.
External redirects should be handled in the redirect plugin config. You can still create a page for these pages just to give them a title, i.e. so you can write only
[[r:download]]
and it appear as Download.