How and where are you creating your filter?
If you're using the filter UI in Discover, I'm not sure that you can create a wildcard filter, only the handful of operators exposed in the dropdown. If you click the "Edit as Query DSL" button in that same popover, you can construct more complicated queries.
More docs on wildcard filters are available here: https://www.elastic.co/guide/en/elasticsearch/reference/current/query-dsl-wildcard-query.html