Those features are mostly in SBCL's FFI, which is (somewhat) documented here:
http://www.sbcl.org/manual/#Foreign-Function-Interface
You can disable the garbage collector with without-gcing or gc-off. To manually allocate and deallocate you need to go beyond SBCL, at least as far as I know; you can call malloc and free directly if you want (via the FFI) or you can write your own allocator using the low-level memory access facility.
Hiding in the low-level code in the FFI and in SBCL itself are "system area pointers:"
http://www.sbcl.org/manual/#index-int_002dsap
Finally, inline assembly. This is the least documented of the three features you mentioned, but here is an example of how to do it with the VOP facility:
http://pvk.ca/Blog/Lisp/hacking_SSE_intrinsics-part_1.html
Unfortunately, all of the above are extremely hard to use due to the lack of good tooling. Manual memory management is possible, but going from a pointer to a block of memory to a Lisp object is not at all straightforward (it is possible with a lot of low-level hacking using the sb-vm and sb-sys packages). You can define VOPs, but it involves a lot of steps; you are probably better off just using the FFI, but debugging across the FFI boundary is hard, and the FFI imposes a performance hit that might outweigh the benefit of your assembly language code.
Like I said, the problem here is tooling. I suspect that there is a lack of demand for these things among SBCL and CMUCL users, and in the Lisp community in general.