I think mendix just changes your tables in the database by queries and has no right to do anything else.
The registry and the system databases (directly) will not be modified and no jobs will be created. However, for SQL Server one piece of software will be added to the server, the .NET library Mendix.SqlServerExtensions.dll, see https://world.mendix.com/display/Howto/Configure+SQL+server+to+activate+localized+dates.