It was different in that example: there the . means any character (except newline character). When instead we use \., it means we are searching literally for the dot itself. In general, when we use a backslash in regex, it means that the symbol after it loses its particular characteristics (if it had them) and is used literally as such, or obtains new characteristics (like \d).
+ means that we are looking for one or more characters. In the squared brackets we have \d., meaning that we are interested in a digit or any character. Adding + after the squared brackets means that we want one or more occasion of a digit or a character.
Yes, in this pattern [\d\.] we’re looking for a digit or a dot, in the same way as we’re looking for P or p in [Pp]. If instead we were looking for a digit followed by a dot, we had to omit the squared brackets in that pattern.