From the bash manual:
Pathname Expansion:
After word splitting, unless the -f option has been set, bash scans each word for the characters *, ?, and [. If one of these characters appears, then the
word is regarded as a pattern, and replaced with an alphabetically sorted list of file names matching the pattern. If no matching file names are found, and
the shell option nullglob is not enabled, the word is left unchanged.
So, bash will usually try to do pathname expansion (using the files in the current directory, in the apt-get example you used), and if that fails the word will be passed to the application.
If you aren't intending to be using shell globs for pathname expansion, then expect the application to interpret your wildcard at will, and the behavior you can expect will depend on the application.
If you are unsure, I would strongly recommend reading the command's manual before passing it wildcards.