Have you installed the library? The documentation is available from Netezza's ftp site if you have an account. If you do not have an account then contact Netezza support and they will give you one.
In addition to the regexp functions there are some nice functions for handling text parsing as well, for example:
array_split splits a varchar string on a given delimiter
array_count tells you how many elements are in the array
select array_count(array_split('the quick brown fox',' '));
array_count
-------------
4
get_value_[type] returns a value out of the array based on the index. type can be varchar, int, double, timestamp
select get_value_varchar(array_split('the quick brown fox',' '), 3);
get_value_varchar
-------------------
brown
array_combine merges data back together:
select array_combine(array_split('the quick brown fox',' '),'|');
array_combine
---------------------
the|quick|brown|fox
