The interpreter is the "engine" that executes scripts.
Regular expressions are used in other languages, so you only need an interpreter for that language.
For scripting languages without built-in regular expression support, you'll need additional software, like Patrick McPhee's RexxRE for Rexx, or EGREP or RxGrep for DOS/Windows.
EDIT (MS-DOS), Notepad (Windows), E (OS/2), or any other ASCII editor will do, as will your editor or IDE for your scripting language.
Like the scripts themselves, a regular expression is "just" a string of text.
To help you write your regular expressions, several expression builders & evaluators are available.