I tried to do this a while back - I think I logged into the mall site for Macy's and then followed the Macy's navigation to the wedding registry, which I think then opened up a different window. Looked like I lost the tie-in somewhere in between, and never did get the points. Was a relatively small purchase, and wasn't worth following up to complain. If I recall, it didn't really look like it was going to work on its own but the T&Cs never really said one way or the other.

If you find out how to make this work, that would be good to know for the future.