As noted earlier, it is usually helpful to examine the relevant statute that governs your issue before turning to the applicable regulations. One of the benefits of finding the relevant statute is that it can often help you to find the related regulations.
Sometimes, relevant C.F.R. citations are referenced in annotations to the federal statutory code. For example, if you retrieve on Nexis Uni the statutory section 29 U.S.C.S. § 621, you will find a "NOTES" portion of the section (below the text of the statute) with the history of the text as well as "NOTES TO DECISIONS" which includes over 50 notes on topic areas the statute covers. Below the "NOTES TO DECISIONS" is the "Research References & Practice Aids," which provides the corresponding regulation, 29 C.F.R. 1625.1.
An additional tool you can use to find C.F.R. sections if you have a relevant statute cite is the Parallel Table of Authorities and Rules on the GPO website. With this table, you can look up a statutory code section that authorizes an agency to issue rules and regulations pertaining to a particular matter and find out which C.F.R. part(s) was/were issued pursuant to that section. You can also use the table to find regulations that interpret or apply a particular statutory section. Besides being accessible online, this table can be found in the C.F.R. Index volume (located at the end of the print C.F.R. set).