If you don't have the "set up for work/school" option, I am confident you have Windows Home edition.
Any laptops/computers in the market now can run either Home or Pro editins. Does the store give you the itemized receipt you can review what you paid for?
You can either go back to the store, and specifically ask for a device that comes with Pro edition, or you can sign up for a free Microsoft account via https://account.live.com and use this account to finish the set up first. Then go to the Store app, search for Windows 11 pro and purchase the upgrade license and install Pro from there.
Once you have Pro installed, you can do the following:
Go to Settings > Accounts > Access Work or School, click on Connect.
Don't sign into your work email yet. Instead, click on "Join this device to Microsoft Entra ID". On the next step, you will be prompted to sign in, then you can sign in using the work email.
Once done, restart the computer and you can use "switch user" to sign in using the company email.