mIRC, the software client you downloaded, is shareware. Once you register it, you will be sent registration info from the author. This is only to register your copy of mIRC.
However, mIRC has nothing to do with the various networks and channels on those networks. Each network (like DALnet, EFNET, quakenet,etc) has their own policies for registering nicknames, and not all do that. To find the policies for the network you want to be on, you can go to their website, or into one of their help channels. The help channels may be listed in the MOTD (message of the day) which is what you see scroll by when you are connecting to one of their servers. To find the webpage for that network, just use your favorite search engine. They will show you how to register a nickname on their network if that is allowed
From your post, i'm not sure which of these you meant:
- if the person meant that you need to have registered a nickname and be identified to it in order to join their channel. (do as i suggested above to register a nickname)
-if they meant that they have set their channel so that you need a "key" in order to enter it. (only the ppl who run that channel can give that to you, and they dont have to. its their choice)
A word about registering a nickname. Part of the registration will involve you setting a password for that nickname. You would use that in order to identify to that nickname and for certain other things relating to it. You never give your password to another person, you use it in special commands.
"the place I need to join into is not on menu"
i think you mean the channel is not in mIRC's channel folder? The area that lists many channels? Not all channels are on that list. There are simply too many for that to be done. A network can have thousands of channels, and there are many networks. You can add any you want to that list by clicking on "add" there.