What are you trying to do? There is no 'place' where the right-click menu 'hides', really. Right-click is a core function in the way Windows operates, and the contents of the right-click menu changes according to what is being clicked on.
Describe what you are trying to do and we might be able to help you do it.
The right-click menu is called the "context menu", and it has no single central location in the registry.
I don't know if you've noticed, but as Catweazle said, the options in the context menu change depending on whether you're right-clicking on a folder, a drive, a known filetype, an unknown filetype, etc. This is accomplished by "shell" and "shellex" entries in various locations in the registry which are associated with the particular type of item on which you're right-clicking. These entries can be modified, but there is no "global" place in which to do that.
The links returned by the following Google search will give you a lot of info on how to alter the context menu (and even disable it) in the various versions of Windows:
Hi I’m Veena I need help that I’m trying to place one executable file in mouse right click in Internet explorer. Actually this executable file will copy the selected text or URL to one text file asking user to provide name. Actually I don't want to place that .exe file manually by open a registry or anything...So I need a programming language which suits to place An option in mouse right clicks…Kindly tell me please…