Python, 207 bytes

import re
h=lambda x:"a"+str(ord(x))
def g(a,b):
 c,d="",set()
 for e in a:
  c+=["(?P<"+h(e)+">.+)","(?P="+h(e)+")"][e in d]
  d.add(e)
 f=re.search(c,b)
 return f and":".join(f.group(h(e))for e in a)or":("

Call with g(pattern, string)

Uses the re module to do most of the work.

JavaScript (SpiderMonkey) (ES5.1), 198 bytes

Since ES6 was released in June 2015, I post the ES5.1 version of the code together with the ES6 equivalent, but declare ES5.1 version as the main answer.

Greedy match, so the first case returns "Not" instead of "N".

function(a,b){c=[o="indexOf"];r=a.split("");return(m=RegExp(r.map(function(i){return(e=c[o](i))>0?"\\"+e:(c.push(i),"(.+)")}).join("")).exec(b))?r.map(function(x){return m[c[o](x)]}).join(":"):":("}

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JavaScript (Node.js) (ES6), 141 bytes

a=>b=>(c=[o="indexOf"],r=[...a],m=RegExp(r.map(i=>(e=c[o](i))>0?"\\"+e:(c.push(i),"(.+)")).join``).exec(b))?r.map(x=>m[c[o](x)]).join`:`:":("

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Takes the arguments in currying syntax: f(a)(b)

Explanation (and ungolfed):

function matchPattern(a, b) {                   // Main function
 var c = ["indexOf"];                           // Array used for the capturing groups
 var r = [...a];                                // Split the pattern first
 var m = RegExp(r.map(function(i) {             // Create the regex
  var e = c.indexOf(i);                         // Check if the character is found before
  if (e > 0)                                    // If so
   return "\\" + e;                             // Append the back reference to the regex
  else {                                        // If not
   c.push(i);                                   // Append the character to the array
   return "(.+)";                               // Append a capturing group to the regex
  }             
 }).join("")).exec(b);                          // Execute the regex
 if (m != null)                                 // If the pattern matches the string
  return r.map(function(x) {                    // Replace each letter
   return m[c.indexOf(x)];                      // With the corresponding substring
  }).join(":");                                 // And join them with ":"
 else                                           // If there is no match
  return ":(";                                  // Return ":("
}

Brachylog, 35 bytes

sᵗ~cᵗXlᵛ∧Xzdz≠ʰ∧Xt~ṇ{Ḷ∧":"|}ᵐ.∨":("

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On not-quite-small inputs, very slow. I-haven't-actually-done-the-sixth-test-case-but-not-for-lack-of-trying slow. (Probably owing to brute-forcing every partition of every substring, starting with the largest, and then checking if it's a match.) Takes input as a list [pattern,string].

Condensed and divided explanation:

sᵗ~cᵗX

X is the pattern paired with a partition of a substring of the input string.

lᵛ

The pattern and the partition have the same number of elements.

Xzdz≠ʰ

No two unique pattern char, matched substring pairs share a pattern character. That is, no pattern character maps to multiple substrings, although multiple pattern characters may map to one substring.

Xt~ṇ{Ḷ∧":"|}ᵐ.∨":("

The output is the elements of the partition joined by colons, unless something couldn't be done, in which case it's :( instead.

Monolithic explanation:

                                       The input
 ᵗ  ᵗ                                  with its last element replaced with
  ~c                                   a list which concatenates to
s                                      a substring of it
     X                                 is X,
       ᵛ                               the elements of which all have the same
      l                                length.
        ∧                              And,
         X                             X
          z                            zipped
           d                           with duplicate pairs removed
            z                          and zipped back
              ʰ                        has a first element
             ≠                         with no duplicate values.
               ∧                       Furthermore,
                 t                     the last element of
                X                      X
                  ~ṇ                   with its elements joined by newlines
                    {      }ᵐ          where each character of the joined string
                     Ḷ                 is a newline
                      ∧                and
                          |            is replaced with
                       ":"             a colon
                          |            or is passed through unchanged
                             .         is the output.
                              ∨        If doing any part of that is impossible,
                                       the output is
                               ":("    ":(".