Redirect not work

When you’re inside a class, you need to pass a reference to WordPress for WordPress to call the function within the class. See the line that contains $this.

class My_Users {
    public function __construct() {
        add_action( 'do_redirect', array( $this, 'redirect' ) );
    }

    public function redirect() {
        $url = get_site_url( null, '/welcome', 'https' );
        wp_safe_redirect( $url );
        exit;
    }


    public function some_function() {
        do_action( 'do_redirect' );
    }
}
$custom_users = new My_Users();
$custom_users->some_function();

That being said, you do not need to use an action here. It would be simpler to just do the following:

class My_Users {
    public function redirect() {
        $url = get_site_url( null, '/welcome', 'https' );
        wp_safe_redirect( $url );
        exit;
    }
}
$custom_users = new My_Users();
$custom_users->redirect();