One thing that makes this process tricky is that, if you use a popular Flash drive 'burning' program such as Rufus, it will create an NTFS-formatted boot drive, because the main installation file is more than 4GB and therefore cannot live on a FAT32 partition. For that, you'll need an empty USB Flash drive that's at least 8GB.
Unless you're just installing Windows 11 onto a virtual machine, in which case you can skip to step 19, you will need to create a bootable Windows 11 install disk from the data in your Windows 11 ISO file. Making a Bootable Windows 11 Install Disk
A Windows 11 ISO file will appear in the folder where you placed uup_download_windows.cmd.