This error happens because you are trying to install the adapter, without installing the Oracle Java 11 JDK (as specified on the documentation as step 2.a.).
Besides, keep in mind that, if you are installing Neo4j on Amazon Linux, you don't need to execute only these commands (and you don't need to install java11, as neo4j installer will do it automatically):
@tfontanella011 thank you for the updates.
I tried the steps you highlighted in the comments, but it is failing at the end with CYpher-shell with the following error,
(27/29): java-11-amazon-corretto-headless-11.0.13+8-1.amzn2.x86_64.rpm | 164 MB 00:00:03
warning: /var/cache/yum/x86_64/2/neo4j/packages/cypher-shell-4.3.7-1.noarch.rpm: Header V4 RSA/SHA1 Signature, key ID d37f5f19: NOKEY ] 34 MB/s | 187 MB 00:00:03 ETA
Public key for cypher-shell-4.3.7-1.noarch.rpm is not installed
(28/29): cypher-shell-4.3.7-1.noarch.rpm | 19 MB 00:00:03
(29/29): neo4j-4.3.6-1.noarch.rpm | 101 MB 00:00:11
Total 25 MB/s | 291 MB 00:00:11
Public key for neo4j-4.3.6-1.noarch.rpm is not installed