Lemmy probably isn't the target audience for this, here's the steps to bypass the MS account requirement when setting up W11:
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Configure your keyboard, but before you select your wifi network press Shift+(Fn)+F10 to open Command Prompt.
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Type in the following command and press enter. Your computer will reboot: oobe\bypassnro
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After the reboot, configure your keyboard and location settings, and click the option at the bottom of the page to say that you don't want to connect to the internet
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Click the link on the next page to "Continue with limited setup", then follow the prompts to enter a username and password.