Religion is belief in a supernatural entity or entities to do and shape the world as they wish. The Christian religion is based on revelations from an entity called 'God'. Unproven and unprovable.
You can be moral by following generally accepted principles that guide your life. Most of the 10 Commandments are not religious by themselves but a moral code that makes sense, religion or not. Take for example 'Thou shall not kill'. You can follow that as a moral precept and not have or observe any religion at all whatsoever. It is just basic scommon decency towards other human beings, other creatures and the environment we live in.