Looking at the error message I join @spycatcher2k.
It looks as if the library is not found.
How did you install it?
What you could do from within the IDE:
delete the include statement in your code
then go to Arduino menu and include the library manually by selecting it in the drop down menu, where Arduino keeps all its properly installed libraries.
If that fails - then your library is not properly installed, maybe in another (non-Arduino standard folder).
You can alternatively install any library by selcting the zip-file of the requested lib; then your Ardu copies the content at its desired location automatically.
After that you might re-start the IDE agin to make sure that the new lib is really connected with it.
The library is probably installed correctly as you would get an error if the dht11.h header could not be found.
(depends on the compiler version as some versions of gcc do not consider a missing include an error: :o )
The more recent gcc now once again consider a missing header an error just like it should be and had been for many decades.
However, there are many different dht11 libraries out there and they work differently.
Which library are you using?