Here is a quick explanation from the MR wiki...but basically Regex is a way to put a variable(s) into a search and replace. for example:
find: "w.*?d" (without the quotes)
would find any word, or group of words that began with 'w' and ended with 'd'.
like: "word", "wad", "why are you a nerd"
It's very powerful when you learn how to use it properly!
Most text editing tools have some form of regex search/replace. I'm pretty sure Finereader does as well. However, you would need to check the finereader users manual to see specifically which commands it supports.
You can also search here at MR and you will find a lot of examples like
this one that talks about this specific issue.