This depends on the behavior of your shell. Git doesn’t do any work to determine how to expand these. In general, * matches any single file or folder:
/a/*/z
matches /a/b/z
matches /a/c/z
doesn't match /a/b/c/z
** matches any string of folders:
/a/**/z
matches /a/b/z
matches /a/b/c/z
matches /a/b/c/d/e/f/g/h/i/z
doesn't match /a/b/c/z/d.pr0n
Combine ** with * to match files in an entire folder tree:
/a/**/z/*.pr0n
matches /a/b/c/z/d.pr0n
matches /a/b/z/foo.pr0n
doesn't match /a/b/z/bar.txt