iPhone 11 Pro support eSim

Yes. See the following from iPhone 11 Pro - Technical Specifications

SIM Card 

• Dual SIM (nano-SIM and eSIM)12
• iPhone 11 Pro and iPhone 11 Pro Max are not compatible with existing micro‑SIM cards.

eSIM not supported in all regions. Learn more about eSIM on iPhone.

Yes. Make sure that your carrier or carriers support eSIM, though.

Avirik wrote:

Is it possible to get a detailed explanation of how to set up the eSIM in the

iPhone 11 pro?

Click on the following: Using Dual SIM with an eSIM - Apple Support