Option Explicit
 
Public Function Get_Extensions_Files(ByVal sText As String, ByVal sPatern As String) As Collection
Dim cTemp                               As New Collection
Dim oRegExp                             As Object
Dim oMatch                              As Object
Dim oMatches                            As Object
    '# Para evitar las referencias :P
    Set oRegExp = CreateObject("VBScript.RegExp")
 
    With oRegExp
        .Pattern = sPatern
        .Global = True
        .IgnoreCase = True
    End With
    Set oMatches = oRegExp.Execute(sText)
 
    For Each oMatch In oMatches
        cTemp.Add oMatch.Value
    Next
 
    Set Get_Extensions_Files = cTemp
End Function

Private Sub Form_Load()
    Dim vItem               As Variant
    Dim sStringtoAnalyze    As String
 
    sStringtoAnalyze = "Hola, esto es un ejemplo LeandroA.jpg para que veas que funciona Mi_foto.jpg"
    For Each vItem In Get_Extensions_Files(sStringtoAnalyze, "(\S)+\.jpg")
        Debug.Print vItem
    Next
End Sub

((\S)+\.(jpg|bmp))

(\S{4}\.jpg)

(ar(\S)*\.jpg)

Option Explicit
 
Public Function IsInFilter(ByVal sText As String, ByVal sPatern As String) As Boolean
Dim oRegExp                             As Object
Dim oMatches                            As Object
    Set oRegExp = CreateObject("VBScript.RegExp")
    sText = " " & sText
    sPatern = ReplaceFilter(sPatern)
    With oRegExp
        .Pattern = sPatern
        .Global = True
        .IgnoreCase = True
    End With
    Set oMatches = oRegExp.Execute(sText)
    IsInFilter = CBool(oMatches.Count)
End Function
 
Public Function ReplaceFilter(ByVal sFilter As String) As String
Dim x                                   As Integer
Dim n                                   As Integer
Dim sActualChar                         As String
    x = 1: n = 1
    Do Until x > Len(sFilter)
        sActualChar = Mid$(sFilter, x, 1)
        If sActualChar = "?" Then
            Do While Mid$(sFilter, x + 1, 1) = "?"
                n = n + 1
                x = x + 1
            Loop
            sActualChar = ".{" & n & "}"
            n = 1
        ElseIf sActualChar = "." Then
            sActualChar = "\."
        End If
        ReplaceFilter = ReplaceFilter + sActualChar
        x = x + 1
    Loop
    ReplaceFilter = Replace$(ReplaceFilter, "*", ".+")
    ReplaceFilter = Replace$(ReplaceFilter, " ", "|")
    If Left$(sFilter, 1) = "?" Then
        ReplaceFilter = "(\s" & ReplaceFilter & ")"
    Else
        ReplaceFilter = "(" & ReplaceFilter & ")"
    End If
End Function
 
' OffTopic : "Vivan las ranas¡!"
Private Sub Form_Load()
    Debug.Print IsInFilter("holal.jpg", "?????.jpg")    'True
    Debug.Print IsInFilter("a.jpg", "?.jpg")            'true
    Debug.Print IsInFilter("foto.jpg", "*.jpg")         'True
    Debug.Print IsInFilter("foto.jpg", "*.jpg *.bmp")   'True
    Debug.Print IsInFilter("foto.bmp", "*.jpg *.bmp")   'True
    Debug.Print IsInFilter("cualquiera.blend", "*.jpg *.bmp") 'False
    ' Los ejemplos que pusiste
    Debug.Print IsInFilter("Azteca.bmp", "a?????.bmp") 'True
    Debug.Print IsInFilter("Aztsdfdfdseca.bmp", "a?????.bmp") 'False
End Sub