It does not exist anymore.
What you need to install Mac OS X El Capitan is to download the full installer app.
The 10.11.2.dmg you found in Apple Support Downloads is an update to El Capitan
and would need you to be already running an earlier version of El Capitan.
When El Capitan launched it was at version 10.11.0, and when Apple updates it to 10.11.1 they removed the 10.11.0
version from the App Store, 10.11.1 was removed when 10.11.2 was launched etc etc until 10.11.6 arrived.
To get this full installer open Safari and click on this link.
How to get old versions of macOS – Apple Support
Go to Download OS and click on OS X El Capitan 10.11
this downloads InstallMacOSX.dmg to your Downloads folder.
When downloaded open to InstallMacOSX.pkg, double-click on
that and an installation window will open, this does not install El Capitan
but converts the InstallMacOSX.pkg to the Install OS X El Capitan.app which
you will find in your Applications folder, it should be 6.2GBs in size.
(If the installation window asks which disk you want to install to, you must pick
the disk that you are booted to at the time. Not any internal or external disk that
you want to eventually install El Capitan on, that is for later.)
To start the installation of El Capitan double click on the Install OS X El Capitan.app.
This will install a full functioning version of OS X El Capitan 10.11.6 this is all you need.
The copy of the install app self deletes after installing El Capitan, so make sure you keep a copy of the
InstallMacOSX.dmg if you need it in future, or you could just make a copy of the Install OS X El Capitan.app
prior to installing and moving it to an external drive for safe keeping.
It is also possible to create a bootable USB installer disk using the Install OS X El Capitan.app in the Applications
folder and the createinstallmedia command in the Terminal app.
Read the instructions here,
How to create a bootable installer for macOS – Apple Support