As far as regexes go, this case seems rather trivial, but I know regex can be hard to wrap your head around, so I'll go over it in detail.
In regex, a numeric value can be represented by \d. I'm assuming you want to capture coordinates larger than 9 too though, so we'll use \d+ to capture multiple numbers.
For the rest, the comma is just a literal, and it doesn't have any special function in regex when not used inside specific structures. Unescaped brackets become capture groups, so literal brackets need to be escaped by putting a \ before them. You need two capture groups here, one around each of your numbers.
With that, your (#,#), as regex, will become \((\d+),(\d+)\). Literal opening bracket, a capture group with one or more number characters in it, a literal comma, another number characters capture group, and finally, the literal closing bracket.
Test it out online
Then, it's just a matter of getting the capture groups and parsing them as integers. Note that there's no need for TryParse since we are 100% sure that the contents of these groups are one or more numeric symbols, so if the regex matches, the parse will always succeed.
String str ="AT (1,1) ADDROOM RM0001";
// Double all backslashes in the code, or prefix the quoted part with @
Regex coords = new Regex("\\((\\d+),(\\d+)\\)");
MatchCollection matches = coords.Matches(str);
if (matches.Count > 0)
{
Int32 coord1 = Int32.Parse(matches[0].Groups[1].Value);
Int32 coord2 = Int32.Parse(matches[0].Groups[2].Value);
// Process the values...
}
Of course, if you have multiple matches to process, you can use a foreach to loop over the contents of the MatchCollection.
[edit]
As pointed out by Sweeper, if you want to capture both positive and negative numbers, the capture groups should become (-?\d+). The question mark indicates an optional component, meaning there can be either 0 or 1 of the literal - character that's before it. This would give:
\((-?\d+),(-?\d+)\)
And if you want to allow spaces between these coordinates and the brackets / commas, you'll need to add some \s* between the groups, brackets and commas too. The * is a modifier (like + and ?) which indicates zero or more occurrences of the element before it. \s is shorthand for "whitespace", just like \d is for numbers.
This more lenient version would be
\(\s*(-?\d+)\s*,\s*(-?\d+)\s*\)