Go to the Python re library documentation page and search for "special sequences". Python's re library is what I'm using in Regetron and it supports most of the standard special escape sequences found in other regex engines. These sequences can be thought of as "macros" for common things you do in regular expressions.
This script uses the most useful special sequences to match spacing and "words": \s, \d, and \w. Go through this script and make sure you can identify each of the special sequences used and look up what they do.
When you run this script you should see each regex match its line as expected.
Regex engines will typically come up with other escape sequences so you'll need to refer to your documentation if you're not using the Python re library.