On wikipedia you can read the following definition of a wildcard:

In software, a wildcard character is a single character, such as an asterisk *,
used to represent a number of characters or an empty string.
It is often used in file searches so the full name need not be typed.

This definition still holds for regexes, but the syntaxis is a bit different. The wildcard character in regexes is the . instead of the *. An asterisk used in file searches often matches one or more character, but the dot in a regex can match only a single character. If you want the dot to match more than one, you need to add a repeater to it.
So we could make the following definition of a wildcard in regexes:

A wildcard in regexes, such as the dot ., is used to represent a single character. Add a repeater to make it represent none or more characters.

Regexes offer an extensive set of wildcards beside the dot (please only focus on the left part of the table for now):

Wildcard characters (for matching a single char)
. Matches anything, except the newline character.  
\d Matches any digit. Equal to [0-9].
\D Matches any non-digit. Equal to [^0-9].
\s Matches any whitespace. Equal to [ \t\n\r\f\v].
\S Matches any non-whitespace. Equal to [^ \t\n\r\f\v].
\w Matches any alphanumeric char. Equal to [a-zA-Z0-9] if ASCII.
\W Matches any non-alphanumeric char. Equal to [^a-zA-Z0-9].