Show all files in Finder (equivalent to *.* on Windows)

Neither the Finder nor Spotlight support wildcards like *.*. That is a UNIX wildcard paradigm one can apply on the Terminal command-line since macOS is based on BSD UNIX.

In a Finder Window, only list (⌘+2) or column (⌘+3) views provide a folder hierarchy which is only visible when you click the triangle in the specific folder(s). This does not give you a one-time view of all files in the entire folder hierarchy unless you click all interim triangles to expand them. If the Finder grouping is by name, all files in the exposed hierarchy will be sorted by name, or other group setting, as you expand the respective triangles.

If you want a list of all regular files in a folder hierarchy you would have to use either AppleScript, or the Terminal to return a list of those files, from which you could sort by name, by tag name, or set a tag value. In the latter suggestion, the UNIX find, or Zsh shell can recursively get all regular files from a folder hierarchy. There are no existing shell-based commands that are installed with the operating system that can manipulate tags in the Terminal though. I have written code to do this, and there is a third-party tool that will also do this in the Terminal.

Yes, a Finder window search field using:

name:.

will return all of the filenames (with an extension) in that starting folder hierarchy including duplicates if they are present. Caveats as Bob Harris has explained.

tag:"my custom tag name"
tag:yellow
tag:yellow AND tag:blue

would return the files with those tag settings, including any with both tags set in the last example.

Files DO NOT need to have a dot in them. Many directories do not have dots in them. There are files, some with standard names that do not have dots in them.

macOS files are strings of characters that do not contain a : (colon) a / (forward slash) or a nul (0) character. There are no other restrictions. And in some cases the Finder will fake it.