From what you're saying, I suspect that you are not performing the steps necessary to complete the CD/DVD boot.

The message you see "press any key to boot from CD/DVD" is a message from the ISO install media you've configured in the virtual CD/DVD drive. It means you've successfully completed the initial boot from the ISO. But It's also telling you that you have to hit any key to continue the boot from the CD/DVD drive - continuing the boot from the CD/DVD drive is what starts Windows Setup. To do that with a VM you have to click the mouse pointer within the VM's window and then press any keyboard key

You get this same message when you install copy of Windows on a physical machine from USB or DVD media.

If you do not press any key to continue, the CD/DVD boot process will time out and proceed to the next device configured for boot - which in your case is an attempt to boot from the network via PXE boot. Eventually if nothing is found on the network to boot from, the PXE boot process times out. (Time out EFI network message).

The screen you got dropped into shows the boot order, and because EFI network (PXE) booting failed, you get to see the UEFI shell in all of its geeky glory. Reset your virtual machine via the Workstation GUI and start over.

Which Windows 11 build are you using?

By the way, Windows 11  also requires UEFI Secure Boot, so make sure that option is checked in addition to the addition of the TPM device. Otherwise you are going to have to disable the check for Secure Boot in the installer and that's a pain.