EasySetup cannot create registry keys (except when creating a File extension association) but it may run a .REG file after the installation is done.
To create a .REG file with the desired registry keys, just open Regedit, select the registry keys you want to create when the installation runs and click Export>Export registry file to save the keys them as a .REG file.
Open your installation project with EasySetup select the .REG file to be run after the installation finishes. Don’t forget to put the file in the Files list, to be copied into AppFolder.
After the installation is done EasySetup will run the .REG file, creating in that way the registry keys.