The registry is only found in DOS and DOS-derivative operating systems. In modern terms, this would mean windows, as windows is the only surviving DOS-based operating system today. The registry is where programmers dump any variables they use to store settings, and is a great tool to use when a stray program goes badly, badly wrong. Not all programmers will agree on what to call their variables though, so the parameters will be different from program to program.
Also, you use regedit to edit the registry. Type regedit in the search box, it'll come up readily.