I have a have an iMac (21.5 inch Mid 2011) what do I need to do to upgrade to to newer software Catalina?

That requires a complicated string of unsupported hardware, software, and firmware changes that makes dual-booting linux and internal HDD to SSD upgrades look easy.

"You need a newer iMac" is the fastest and simplest path to Catalina and my recommendation as well.

If you want to upgrade to Catalina, you will have to buy a newer Mac.

The mid 2011 iMac is not compatible with anything higher than High Sierra.