The regular expression function is not built into all different databases environments. This is why you need, when using some databases, to create a User-Defined Function (UDF) to extend the functionality of the database server.
For example, the following databases natively support regular expressions: MySQL, PostgreSQL, Oracle 10g, Ingres, etc., while Microsoft SQL server does not.
After you create the regular expression function, you should use the studio to declare that function in a specific database before being able to use regular expressions on analyzed columns.
For more information on how to declare a regular expression function in the studio, see How to define a query template for a specific database and How to declare a User-Defined Function in a specific database.