You can either search 'regedit' in the start menu or press Win+R, type 'regedit' and hit OK.
If you're not familiar with the Windows Registry and are planning to change some variables in it, I'd advise to be careful, a lot of important system stuff is stored in there.
I'm pretty sure there's a lot of games that do it this way out there. The registry is fully capable and it just boils down to personal choice and accessibility considerations.
