Not that I know of, but I think it's pretty self-explanatory. Play around with it and see what happens when you do different things.
You put the regex in the "Regex" field, the input text in the "Input" field, and hit "OK".
If you need to do replacements, click the "Replacement" checkbox and enter the replacement text in the "Replacement text" field.
Regex: '([0-9]*)' -> This is a regex group, it will only return the part inside the parenthesis
Result: 123 (String) 7 (Start) 10 (End) 3 (Length) 2 (Groups)
Clicking the row for that result will highlight the matching text in the input field.
If you're new to Regex or haven't used it much, I found this site to be really good at explaining it: http://www.regular-expressions.info/
Shortcuts usually aren't...