Data Migration from one database to another

You can unload the tables from Redshift to Amazon S3 [1]. And use the data on Amazon S3 as Source with AWS DMS to move the data into Amazon Neptune [2]. It needs thorough check in terms of the data types that are unsupported, downtime involved etc.

BUT, the biggest question is why do you want to move data from a OLAP database to Graphical database? I highly recommend you to assess the migration path before you take the call of Amazon Neptune being the appropriate target database engine.

[1] https://docs.aws.amazon.com/redshift/latest/dg/t_Unloading_tables.html

[2] https://docs.aws.amazon.com/dms/latest/userguide/CHAP_Target.Neptune.html

You can't. Redshift runs relational databases, while Neptune runs graph databases. This means data stored in Redshift doesn't cannot be ingested into Neptune, and vice versa.

For more information on data migration to Neptune, please check this: https://docs.aws.amazon.com/neptune/latest/userguide/migrating.html