Windows does not have an in-built Registry monitoring tool. But what you can do is, harness the Windows command-line program File Compare or fc.exe to compare two registry export files, and thus monitor changes in the Windows Registry.
Monitor Changes To Registry
File Compare fc.exe
To use this File Compare or fc.exe program, first, export a .reg file, & name it as say rega.
After the change takes place export the changed .reg file & name it as say, regb.
Now, open a command prompt and type:
fc /u rega.reg regb.reg > regcompare.txt
Since .reg files use unicode, the /u switch, tells fc.exe to use Unicode.
You can now inspect the output regcompare in Notepad.
You can also try this 3rd party utility whatchanged to monitor the changes in your Windows 8 | 7 registry, easily.
Simply download this portable app whatchanged and run it before and after the change.
Sysinternals Process Monitor
Sysinternals Process Monitor is a great freeware, to monitor registry changes in real time. Process Monitor is an advanced monitoring tool for Windows that shows real-time file system, Registry and process/thread activity. It combines the features of two legacy Sysinternals utilities, Filemon and Regmon, and adds an extensive list of enhancements including rich and non-destructive filtering, comprehensive event properties such session IDs and user names, reliable process information, full thread stacks with integrated symbol support for each operation, simultaneous logging to a file, and much more.
RegShot is another small registry compare utility that allows you to quickly take a snapshot of your Registry and then compare it with a second one; done after doing system changes or installing a new software product. The changes report can be produced in text or HTML format and contains a list of all modifications that have taken place between snapshot1 and snapshot2. Get it here.
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