I am using redis as my cache in my project. In local dev I could just download redis and run it in my machine to make it work. How about when I deploy my project to shared hosting, do I need to install or setup anything in my project or shared hosting 
Yes. You need Redis to be supported on that shared hosting.
And how to make that Shared Hosting support Redis
Depends on the hosting you use.
Can you make it more clear about this?
And how to check if the Hosting I use support Redis or not?
Usually, in case of shared hosting, it’s about asking hosting provider for it. If you have root SSH access (i.e. at least VPS), you can install Redis yourself.
Oh… Yes, I got it. Thank you.