The regions command in mged wants to create a temporary file in the /tmp directory. This directory doesn't exist in standard Windows installations. A work around is to create this directory (i.e. c:\tmp).
(BRL-CAD for Windows version 7.22.0)
This is related to a TODO item as well:
* make the 'tables' ged command not call system() on the "sort" unix
command. It should perform all sorting on the data directly in
memory, at least without creating another process.
The usage of /tmp is due to the fact that it invokes a sort application and sorted output is directed there. I'd be surprised if sorting works on Windows even if c:\tmp exists, but apparently it's being handled gracefully.