Win32 in theory has globbing done by an OS-provided standard library -- the `FindFirstFile` and `FindNextFile` win32 calls process globbing internally, and they are what you are expected to use.
Some applications choose to handle things differently, though. For example, the RENAME builtin does rough pattern-matching; so "REN .jpg .jpg.old" will work pretty much the way that intuition demands that it work, but the latter parameter cannot be globbed as there no such files when this command begins to execute. Generally speaking this can get pretty messy if commands try to be clever about wildcard expansion against theoretical files.
Some applications choose to handle things differently, though. For example, the RENAME builtin does rough pattern-matching; so "REN .jpg .jpg.old" will work pretty much the way that intuition demands that it work, but the latter parameter cannot be globbed as there no such files when this command begins to execute. Generally speaking this can get pretty messy if commands try to be clever about wildcard expansion against theoretical files.