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With SAM there are no built in components for checking registry keys per se but you could do it by setting up a powershell script component to look it up. Here is some discussion regarding how to pull reg keys in powershell
and if you arent familiar with setting up script app monitors this series of posts will be helpful
For your SQL problem, if the results of the query would return a single row with a numeric response then you can use the built int SQL User Experience Monitor component to get what you need, if they want to execute a query that might return an array of values then you are probably going to need to wrap it inside another custom script monitor to parse the array and break it down (keep in mind that each script monitor can only return a maximum of 10 responses, but depending how clever you get you can usually get most sets of data to fit into that constraint.
Thank you very much.