From the document, it support storage, pub/sub, firestore, etc. But didn't find if it support cloud memorystore.
If one data has been saved into memorystore, what to run a function, how to do?
No. Looking at the list of triggers offered by Cloud Functions, you can see that there is nothing for Memorystore. There is also nothing offered for Cloud Run, which does not yet have public support for triggers (except pubsub).