Migrations are difficult to get right, so generally it's easiest just to leave a comment to let the OP know that they're not in the right place, and suggest re-asking at the correct site.
If you're certain that:
- The question is off-topic here; and
- You know a site where the question would be on-topic
Then cast a flag for moderators. If you're in any doubt, though, it might be easier to just close the question as off-topic here.
Recent policy seems to be headed away from migrating questions much at all, but it can still be useful. In the past, there have been issues from incorrect migrations (mainly through the vote to migrate system, which doesn't apply for this site) that caused tension between communities. But equally, it can be a useful tool to get great but misplaced questions to the correct site.
In short: flag if you're certain the question is off-topic here and on-topic somewhere else. Respect the community to get the most out of migrating questions (or recommending that a question is migrated).