Ensure you have run Minecraft 1.11 at least once so the base files exist.
Because Minecraft 1.11 is an older version, many download links for Wurst v6.6 may be hosted on third-party archival sites. Always ensure you are downloading from reputable sources like the Wurst-Imperium GitHub or the official developer's archive to avoid malware. Download Wurst v6.6 MC1.11
Create a new folder named Wurst-v6.6-MC1.11 and place the client's JAR and JSON files inside. Ensure you have run Minecraft 1