To check whether you have MSDN installed or not, simply hit F1 from inside the VS IDE, the help system will popup, just go to the Index tab and write RegOpenKeyEx, if the entry is found within the index, then you have access to the MSDN (it may be online or local). That's all you need to get started with Win32 programming.

Now let me explain something about API: If you want to make cool apps that make use of windows-specific technologies (registry, directx, etc) you must learn Win32 API. That is just a bunch of functions that the OS provides to let developers interact with it.

So, when it comes to registry, you must use the OS routines to interact with him.

Please tell me if you want some example code, but first, please tell me how skilled you are in C++, Win32 API and if you are using MFC/ATL or just plain C++.