You should be okay. I updated to Win11 on a recently acquired gaming desktop which I had previously installed CMBN, CMFI, CMFB, and CMCW when it was still a Windows 10 PC. All those titles seems to play fine on Win11.
However, I am unable to run Combat Mission Cold War using Steam on this Windows 11 PC.
I originally purchased CMCW from Battlefront. Last week I was able to successfully obtain my Slitherine Steam Key, add this game to my Steam library, and download the game from Steam. Yet when I try to start the game from Steam on a Win11 OS PC, the game fails to run. When I press "play" in the Slitherine game window, the Windows little circle shows up for a moment and then goes away. I've restarted my PC and changed the Steam Library CMCW executable on my PC to Win8 compatibility without success.
So, I have no problems playing the Battlefront versions on Win11 but I am unable to play the Steam version of CMCW. Support tickets are logged. Go figure . . .