You are not using the anchors ^ and $ correctly. As it says in perlretut:

Sometimes, however, we'd like to specify where in the string the regexp should try to match. To do this, we would use the anchor metacharacters ^ and $ . The anchor ^ means match at the beginning of the string and the anchor $ means match at the end of the string, or before a newline at the end of the string.

You also misplaced your parentheses assuming you do not wish to capture leading and trailing :. You will get your expected result with

$str = "R4:abcxyz45:LNX"; 
$str =~ /^[\w\d]+:([\w\d]+):\w+$/;
[download]

or

$str = "R4:abcxyz45:LNX"; 
$str =~ /[\w\d]+:([\w\d]+):\w+/;
[download]

or even

$str = "R4:abcxyz45:LNX"; 
$str =~ /:([\w\d]+):/;
[download]

depending on your needs.