HKEY_CLASSES_ROOT, often abbreviated to HKCR, is a registry hive in the Windows registry that contains information about file extension associations, as well as a programmatic identifier (ProgID), class identifier (CLSID), and interface identifier (IID) data.

Simply put, this registry contains the information that Windows needs to know what to do when you ask the program to do something, such as view the contents of a disk, open a specific file type, etc.

HKCR is a registry hive, so it's located at the highest level in the Registry Editor, at the root of the entire Windows registry:

Open the Registry Editor.