Athena:
Amazon Athena is an interactive query service that makes it easy to analyze data in Amazon S3 using standard SQL. Athena is serverless, so there is no infrastructure to manage, and you pay only for the queries that you run.
Athena works directly with data stored in S3. Athena uses Presto, a distributed SQL engine to run queries. It also uses Apache Hive to create, drop, and alter tables and partitions.
We can query on Redshift supports JSON (simple, nested), CSV, TSV, and Apache logs.
Glue:
AWS Glue is a fully managed extract, transform, and load (ETL) service that makes it easy for customers to prepare and load their data for analytics. You can create and run an ETL job with a few clicks in the AWS Management Console.
You simply point AWS Glue to your data stored on AWS, and AWS Glue discovers your data and stores the associated metadata (e.g. table definition and schema) in the AWS Glue Data Catalog. Once cataloged, your data is immediately searchable, queryable, and available for ETL.
S3:
Amazon S3 or Amazon Simple Storage Service is a service offered by Amazon Web Services that provides object storage through a web service interface.
S3 Tutorial: • AWS S3 host static website
AWS Complete tutorial - • AWS Cloud EC2 introduction