Sseveral of the provided responses are perfectly correct if the ONLY issue were that your INTEL CPU did not appear on the Approved list.
However, Apple silicon processors use a COMPLETELY different Processor instruction set from older Intel processors, and ordinary Windows 11 for a PC will absolutely NOT run on an Apple silicon Mac.
You need one of:
• A Virtual Machine environment that provides a COMPLETE emulation of an Intel machine on an Apple-silicon Mac. To the best of my knowledge, there is only one experimental OpenSource project attempting this, and their implementation is extremely slow.
I do not believe VMWARE, Virtual Box, or Parallels claims to provide such an environment. Their claim to fame is that one INTEL processor machine can impersonate another INTEL machine, and can run one Virtual Machine inside another Physical machine, PROVIDED you have another machine's worth of RAM and disk space available to support a second Virtual machine inside yours.
• use the ARM version of Windows, with the support of VMWare or Parallels for Apple-Silicon Macs, and run Windows for ARM in an Apple-silicon/ARM environment. But not all Windows software runs on the ARM version.
• use a partial emulation, such as WINE, to emulate enough Windows features that, in combination with Rosetta emulation of Intel on Apple-silicon, you can actually get that Windows software to run adequately, without a complete version of Windows at all.
• find a comparable software package that runs directly on your Mac, and skip all the added complexity of Virtual Machines and emulation.