Can I tracking a Windows application working?

I want to know a windows application, when I install it, what files, specific locations, how the regedit changes. And when it launches, it creates files, how it changes. Application access to which server. Example chrome application. I want to know when it is installed, what changes it makes in my computer. And when I run it, which server it accesses, and which new folders to create in my machine. I want to find a software, or a method that can help me track what the application has done.