Begin by creating a new CloudTrail trail or use an existing one. Ensure that the trail is configured to deliver log files to an S3 bucket. This is crucial as it allows you to access the logs needed for analysis. Go to the AWS Management Console, navigate to CloudTrail, and follow the steps to set up or edit a trail, specifying the target S3 bucket for log delivery.

Make sure the S3 bucket specified for CloudTrail logs has the correct permissions. The bucket should allow CloudTrail to write logs into it. Go to the S3 console, and under your bucket's permissions tab, confirm that the bucket policy allows `s3:PutObject` permission from the CloudTrail service.

Create a Lambda function to parse and transform CloudTrail data into a format suitable for Redshift. Use the AWS Lambda console to create a new function, selecting the appropriate runtime (e.g., Python or Node.js). This function will be triggered by S3 events (when new logs are added to the bucket) and will process the logs, preparing them for Redshift ingestion.

Develop an IAM role with the necessary permissions for your Lambda function. This role should have policies that allow reading from the S3 bucket where CloudTrail logs are stored and writing to another S3 bucket (or the same one) where processed data will be stored. Attach the `AWSLambdaBasicExecutionRole` managed policy to this role for basic Lambda execution permissions.

Modify your Lambda function to transform the CloudTrail logs into a CSV or JSON format suitable for Redshift. Once transformed, store these files in an S3 bucket. Ensure your Lambda function is configured to trigger on new log file uploads and that it outputs the transformed data files back to the S3 bucket.

If you do not have an Amazon Redshift cluster set up, create one using the Amazon Redshift console. When configuring your cluster, ensure it has the necessary compute resources and is located in the same region as your S3 bucket to minimize data transfer costs. Note the connection details (endpoint, database name, and port) for use in the next step.

Use the COPY command in Redshift to load data from your S3 bucket. Connect to your Redshift cluster using a SQL client, and execute the COPY command, specifying the S3 path to your transformed data files. Ensure your Redshift cluster has the necessary IAM roles attached to access the S3 bucket. For example:
```sql
COPY my_table
FROM 's3://my-transformed-data-bucket/path/'
IAM_ROLE 'arn:aws:iam::account-id:role/MyRedshiftRole'
FORMAT AS CSV;
```
Adjust the format and options in the COPY command according to the data format used (CSV, JSON, etc.).

Following these steps will enable you to move data from AWS CloudTrail to Amazon Redshift without the need for third-party connectors or integrations.