You're seeing this message because the Windows 11 ARM media that you are using doesn't have a Fusion-compatible network driver.
You might want to read the Unofficial Companion Guide that's been talked about a lot in this forum. https://communities.vmware.com/t5/VMware-Fusion-Documents/The-Unofficial-Fusion-13-for-Apple-Silicon-Companion-Guide/ta-p/2939907 as well as the Fusion documentation.
The easiest way to get around this is to upgrade to Fusion 13.5, rebuild the Windows 11 ARM ISO from the utility that's provided with it, and use that to install Windows 11 ARM. That process will install a Fusion-compatible network driver as Windows is being copied to your virtual hard drive and you won't see this message.
There is however a bug in using the GUI version of the Fusion tool in macOS systems that don't have English as their system language. See the companion guide for a workaround using the command line version of the tool.