Begin by logging into your Customer.io account. Navigate to the segment or data point you want to export. Use the built-in export feature to download the data as a CSV or JSON file. Ensure you have the necessary permissions to export this data and that you comply with your organization's data governance policies.

Once you have the data file, open it to ensure that all necessary fields are correctly exported and formatted. Clean the data by removing any unnecessary columns or rows, and make sure the data types (dates, numbers, strings) are consistent and correctly formatted. This step is crucial to avoid errors during data import into Teradata.

Ensure you have access to Teradata Vantage with the proper credentials. You will need to have the appropriate permissions to create tables and insert data. Familiarize yourself with the database structure and identify the target table or create a new table where the data will be imported.

If a new table is required, use SQL commands to create it. Define the table schema based on the data structure of the exported file. For example:
```sql
CREATE TABLE customer_data (
customer_id INTEGER,
name VARCHAR(255),
email VARCHAR(255),
signup_date DATE
);
```
Adjust the schema as needed to match your data structure, ensuring all fields are accurately represented.

Use a secure transfer method, such as SFTP, to upload the data file to a location accessible by Teradata. Ensure the file is placed in a directory where you have read permissions. If your Teradata environment supports direct file access, place the file in the appropriate directory.

Use Teradata"s built-in utilities like BTEQ or the Teradata SQL Assistant to load the data. For instance, if using BTEQ, you might execute the following command:
```sql
.IMPORT INFILE 'customer_data.csv'
.SET RECORDMODE OFF
USING (
customer_id INTEGER,
name VARCHAR(255),
email VARCHAR(255),
signup_date DATE
)
INSERT INTO customer_data (customer_id, name, email, signup_date);
```
Adjust the command to match your file path and data structure. Monitor the process for any errors and ensure all data is loaded correctly.

After loading the data, run SQL queries to verify that the data in Teradata matches the original dataset from Customer.io. Check for any discrepancies, such as missing records or incorrect data types. It's a good practice to perform a few spot checks and run summary statistics to ensure data integrity.

By following these steps, you should be able to successfully move data from Customer.io to Teradata Vantage without relying on third-party connectors or integrations.