Hello!
How to install Magisk on Android 11 ROMs:
First, install this Magisk zip in TWRP =>
Magisk_11.zip
Then directly install Magisk v21.1 =>
Magisk-v21.1.zip
Done! You can reboot your phone.
IMPORTANT: It is recommended to "Hide Magisk Manager" (in Magisk Manager options) but if it doesn't work ("can't install" error) => Go to developer settings and enable "Install via USB" option, then tap on "Hide Magisk Manager" option to install it.
Also enable "Magisk Hide" feature in Magisk Manager options.
EDIT: If you can't find Magisk Manager app after reboot, it can be installed separately here => MagiskManager-v8.0.3.apk