Focus on right vs wrong first, so it can be better related back to religion. In a college theology class, we started with the book Beyond Bumper Sticker Ethics: An Introduction to Theories of Right and Wrong which led to some amazing conversations. I'm not expecting a child to read this book, but you can so you can explain the concept to your child in a way they'll understand.
Then, you can relate it back to religion as most religions want you to do good, not bad. You can offer to learn about different religions with your child, take them to church (religion of their choice) to see what it's like, sign them up for Bible studies, etc. But, learn it with them so you can help explain the concepts so they can better understand.
As my husband's dad has said, you don't have to believe to practice religious beliefs in morals and ethics.