Update regexp-substr.md (#1703)

Author: soyeric128

docs/en/sql-reference/20-sql-functions/06-string-functions/regexp-substr.md

@@ -4,6 +4,34 @@ title: REGEXP_SUBSTR
 
 Returns the substring of the string `expr` that matches the regular expression specified by the pattern `pat`, NULL if there is no match. If expr or pat is NULL, the return value is NULL.
 
+-  REGEXP_SUBSTR does not support extracting capture groups (subpatterns defined by parentheses `()`). It returns the entire matched substring instead of specific captured groups.
+
+```sql
+SELECT REGEXP_SUBSTR('abc123', '(\w+)(\d+)');
+-- Returns 'abc123' (the entire match), not 'abc' or '123'.
+
+-- Alternative Solution: Use string functions like SUBSTRING and REGEXP_INSTR to manually extract the desired portion of the string:
+SELECT SUBSTRING('abc123', 1, REGEXP_INSTR('abc123', '\d+') - 1);
+-- Returns 'abc' (extracts the part before the digits).
+SELECT SUBSTRING('abc123', REGEXP_INSTR('abc123', '\d+'));
+-- Returns '123' (extracts the digits).
+```
+
+- REGEXP_SUBSTR does not support the `e` parameter (used in Snowflake to extract capture groups) or the `group_num` parameter for specifying which capture group to return.
+
+```sql
+SELECT REGEXP_SUBSTR('abc123', '(\w+)(\d+)', 1, 1, 'e', 1);
+-- Error: Databend does not support the 'e' parameter or capture group extraction.
+
+-- Alternative Solution: Use string functions like SUBSTRING and LOCATE to manually extract the desired substring, or preprocess the data with external tools (e.g., Python) to extract capture groups before querying.
+SELECT SUBSTRING(
+    REGEXP_SUBSTR('letters:abc,numbers:123', 'letters:[a-z]+,numbers:[0-9]+'),
+    LOCATE('letters:', 'letters:abc,numbers:123') + 8,
+    LOCATE(',', 'letters:abc,numbers:123') - (LOCATE('letters:', 'letters:abc,numbers:123') + 8)
+);
+-- Returns 'abc'
+```
+
 ## Syntax
 
 ```sql