With New-Item, it is easy to create new registry keys:
New-Item HKCU:SoftwareTestkey
New-Item can only create one key at a time and fails if the parent key does not exist:
New-Item HKCU:SoftwareTestkeyABCD
However, when you specify the -force switch, New-Item will happily create even multiple keys:
New-Item HKCU:SoftwareTestkeyABCD -force