Is there a procedure to convert Quicken files on Windows10 to Windows 11

You'll have to provide more info than this. First of all by Quicken files, do you mean your data file or Quicken program files. If Quicken program files, then just do a fresh install of the program using whichever version of Windows you are using and Quicken provides the latest files it needs for the install. If you mean data file then there it doesn't matter which version of Windows you are using. What matters is which version of Quicken you are using. If you are using the latest install version of Quicken, then Quicken will update the data file as needed.