Group Policy features were introduced in Windows 2000 and are still bundled with the operating system today as long as you aren't on a Home or Starter build, which have less features than Pro or Enterprise. The registry is a database with settings stored for the system, drivers, services, user interface and so on, while the Group Policy Editor provides more of a GUI for understanding and adjusting some of the settings in the registry (Group Policy changes are also kept in the registry).
Tweaking Windows settings that are not readily available in standard menus will commonly require modifications to be made from the OS' Registry Editor or Group Policy Editor (gpedit.msc).
