How do I transfer data from an iPhone 5 to an iPhone 11?

Backup the iPhone 5 either to iCloud or iTunes on a computer, and then use that backup to set up the new iPhone.

See here: How to back up your iPhone, iPad, and iPod touch - Apple Support

and here: Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

Create a back of the iPhone 5 and here is how How to back up your iPhone, iPad, and iPod touch - Apple Support and then Restore your iPhone 11 from that back and here is how to do that https://support.apple.com/en-us/HT204184#computer

Hope this helps.

Axel F.