Frozen while downloading new version iPhone 11.

Used the buttons to turn off but it is still frozen.

You don't want to turn off the phone, you want to restart the phone. I haven't seen this issue, but if it appears, I would perform a Forced Restart.

Follow the instructions very carefully, as this is a bit tricky. You may need to repeat this several times.

Force restart iPhone - Apple Support

There are only 2 possible results when you perform a Forced Restart:

1) The phone returns to normal operation.....or, if it doesn't.....

2) There is a hardware problem with the phone that will need attention at the Apple Store (make an appointment) or take the phone to an authorized Apple Service shop.

You can find a list of authorized service shops in your area using the link just below:

Find Locations

How long did you wait, it can take anything from 15 minutes to an hour to update depending on your internet connection. As you have already interrupted it you should force-restart your phone→If your iPhone won't turn on or is frozen, then restart the update. And make sure you meet all of these requirements:

• You need at least 10 GB of free storage for iOS 16 and later or 6 GB for iOS 15 or lower; more is better
• You must be connected to a Wi-Fi network (and not a personal hotspot)
• The phone must be charged to at least 50%, and preferably plugged in so it stays above 50% during the update
• The phone must not be in Low Power Mode
• The phone must not be connected through VPN, and it may be necessary to delete any VPN apps and VPN profiles
• The phone cannot be in Airplane mode and must have a cellular data connection
• You cannot still have a beta of a previous version installed on the phone
• You cannot have a previous version that was downloaded, but not installed - go to Settings/General/iPhone Storage to look; if you find an iOS installer, delete it

If you can't meet all of them you can still update using your computer.