(1) what does it do to my laptop? - It removes any invalid registry entries
(2) why it asks if I want to back up my registry files? - Because messing with the registry is dangerous and can mess up a computer. Having said that CCleaner is very safe and should not cause any problems, but if it does you can restore the backed up entries it removes.
(3) How can I restore it after running Registry scan? - Just double click the backed up file or right click the backed up file and select 'Merge'
(4) what are the chance it will mess up my computer? - It is possible but very unlikely