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Hey N9NU,
You must be running the Insider Preview (17063) ....
In recent Insider Preview builds, you may have noticed a new process labelled “Registry” in Task Manager. The purpose of this process is similar to that of the memory compression store process in that it is a minimal process whose address space is used to hold data on behalf of the kernel. However, while the memory compression process is used to hold compressed pages, the registry process is used to hold registry hive data (e.g. HKEY_LOCAL_MACHINE\SOFTWARE, HKEY_CURRENT_USER).
Storing registry hive data in the registry process gives the registry access to more powerful memory management capabilities which will allow us to reduce the registry’s memory usage in the future.
Today’s Insider Preview build is the first to store hive data in the registry process and this is visible in Task Manager as increased memory usage by that process. Since this data was previously in kernel paged pool there is also a corresponding decrease in paged pool usage so overall there is no net change in hive data memory usage.
Announcing Windows 10 Insider Preview Fast+Skip Build 17063 for PC Insider - Windows 10 Forums
You won't be able to open the file location for the registry process because it doesn't have one. Most processes have their code loaded from a file and the process takes it's name from that file. The registry process, like a number of others, is a special one created by the kernel and it's code does not come from any specific file.
For performance reasons a substantial portion of the registry is kept in memory. In previous operating systems this was in the paged pool but now moved to the registry process. This facilitates management of the memory used.