If you want to avoid Windows Updates during initial Windows 11 setup, which I've wanted retroactively after setting up an HP all-in-one that went screwy with looping failed installs thanks to their customized setup not tolerating some change in later Windows 11 that setup picked up from (essentially) doing Windows Update during setup, it's possible despite the option being missing from the setup UI by default.

On the initial blue background screen you get when installing from USB or DVD, proceed as usual.  Note the blue background step is probably not part of OEM setup of a new PC, as this step is just choosing where to install Windows, doing any repartitioning needed (such as to set aside overprovisioning space to be left unused), and installing the boot manager and enough of Windows to bootstrap into the main setup with a more modern look.

In the part of setup with an animated blue Windows logo on a white background that comes after a couple of boots, you'll be asked if the country selection is right and given a list of countries to choose from.  This is where we intercede.

Hit Shift-F10 which opens up a command prompt.

If you want to disable the CPU and TPM compatibility checks, see Win11CleanInstallBypassCPUandTPMchecks.zip's text file for instructions.  Both that hack and this one can be performed at this point.  If not, or after, type:

oobe\bypassnro

or run WinSetupNoNet.bat which is equivalent.  The PC will restart immediately having set a flag to enable the "I have no internet" option where you are prompted to connect to the Internet.

Windows Updates will then need to be done the usual way after the OEM-tested setup process has completed successfully with the Windows version they used.  If you want to sign in with a Microsoft account, use the Settings app to add an administrator user with the email address of the Microsoft account, sign out, and sign in using that account.  You can then delete the initial user created during setup in the Settings app so there's only one way in as an administrator.