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The Windows registry is a collection of several databases. There are system-wide registry settings that apply to all users, and each Windows user account also has its own user-specific settings.
But it doesn’t matter where these files are stored, because you’ll never need to touch them. When you sign in to Windows, it loads the settings from these files into memory. When you launch a program, it can check the registry stored in memory to find its configuration settings. When you change a program’s settings, it can change the settings in the registry. When you sign out of your PC and shut down, it saves the state of the registry to the disk.