How do I get the p-values from a regression analysis?

[#1]

Which p-value? I am going to guess you want the p-values for each parameter, and they are included in the Parameter Estimates table. Here is an example with the p-values circled.

[#2]

Hi,
To add to Dan's post, you can easily retrieve the content of the Parameter Estimate table by right clicking on the table and select Make Into Table (for capturing a single table), or Make Into Combined Table (for aggregating multiple table of the same type).
I hope this helps.
Best,
TS