Is it possible to support .(any symbol) or \d, \w, \W in DFA
The symbols you mention represent sets of characters. For example, \d represents the set $\{0,1,2,3,4,5,6,7,8,9\}$. Whenever you want to place \d, replace it with 10 parallel edges labeled with all digits instead. The same works for your other examples, as long as each symbol represents one character. (Otherwise you would get a "generalized NFA".)