Sorry, no direct link and the subject of Neanderthal's development of early religous beliefs is debated among archelogists today. They didn't have written language and even the fact of whether they had a language is somewhat debated although anotomically they were as capable as you or I.

But there is evidence of a belief in an afterlife based upon their burial practices. In their graves we have found tools and the remains of animals (animal bones) and plants (mostly herbs) which, as we see in later archeological sites of humans generally represents the living supplying provisions for the dead in an afterlife. We also have many cave painting of animals that could either represent the actual animal or the spirit of the animal but in either case is shows a high degree of abstract thinking (i.e. the representation of a three dimensional object as a two dimentional object).

Of course we don't have solid evidence such as written statements but because the actions of Neaderthal so closely represent those of later religious activities which are documented there is fairly good grounds for assuming that their motivations were similar in purpose. Why else would someone take perfectly good tools, for example, and bury them with a dead body? Why even bury the dead at all for that matter?