Yes they have the same meaning, but I would use them in different context.

For the first sentence, "What does risk have to do with creativity" I would probably use this as a follow up question.

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Ex:

Person A: "Risk and creativity are very related"

Person B: "Why? What does risk have to do with creativity?"

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For the second sentence, "Does risk have anything to do with creativity?" I would use it as an an initial question.

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Ex:

Person A: "Does anyone have any question about art?"

Person B: :Yes I do. Does risk have anything to do with creativity?"

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Overall, they get at the same point: you are asking if risk and creativity are interrelated (connected) in anyway. You can use them interchangeably, I was just giving how I would use them.

To add to the other comment, they are fairly similar, but the first question implies that risk and creativity do have something to do with each other, and you're asking what it is. The second question makes no such implication.

what dose risk have to do with creativity ?and dose risk have anything to do with creativity ? is that the same meaning thank u