You're running on an Intel Mac. The "Get Windows from Microsoft" option is only available when running on Apple Silicon (M1/2/3) Macs (the video that you linked to should have really made that clear). The option is only available on Apple Silicon Macs because Microsoft doesn't provide a means (yet) for consumers to download the ARM versions of Windows 11.
You'll need to download a Windows x86_64 (64-bit Intel) disk image ISO from Microsoft's web site https://www.microsoft.com/en-us/software-download/windows11
Then use that to install Windows 11 - and don't choose the Easy Install option if it gives it to you.