Mail the papers with the appropriate payment to the registry that they belong to. If you don't care about having registered goats, then don't bother.
Some people will only buy registered goats and registered goats can command a higher price than non-registered. But that depends on your area. So you have to decide if it is worth it to own registered goats or not.
You can register without joining but it is much more expensive. Plus I'm not sure if you can register the offspring. So you would need to join the registry and then mail in the registration papers with payment to have the goat transferred into your name.
The reason for registration to begin with was/is to track an animals bloodlines and things like production records, show wins and the like. The papers are proof of age and breeding. If you plan on showing, most shows need registration papers. As was already mentioned, in most areas, the reg papers will make an animal more pricy, especially with popular bloodlines.
Most registries have web sites. Go to that web site and they will give you the info on transferring the goats papers.