Sometimes you need to google a bit to find what package to install
Debian 11 support was not great.
A alternative might be to use a Debian Bookworm image instead of the pi
raspi.debian.net/tested-images/
They appear to have one for your hardware. You can also look at the daily images if you know what one to use.
You will also need to create a user as it just gives you a root user, then add it to the sudoers group.
the PREEMPT_RT kernel should be able to be installed from the debian repositories
You can install a gui while logged in as the root user with
apt install tasksel
tasksel
then select the XFCE desktop.
If you look at the 2.9 getting linuxcnc doc, there is a script which will install linuxcnc for you without building from source. It may work for you but not sure if you are going to end up with 32 bit or 64 bit.