Hello 교승구,
Welcome to Microsoft Community.
The answer is clearly yes.
Systems that incorporate a USB4 host router and support external user connectable USB4 ports must support PCI Express (PCIe) tunneling on all exposed USB4 connectors in accordance with chapter 11 of the USB4 Specification and the PCI Express Specification:
USB4 Systems PCIe Tunneling Support | Microsoft Learn
This means you should be able to use high-speed peripherals like external GPUs with the Surface Pro 11. There are no specific settings you need to adjust to enable PCIe tunneling, as it should work natively. However, ensure that your USB4 cables and peripherals are compliant with the USB4 specification to avoid any compatibility issues.
So in fact, if you have such a need, then I recommend you buy a cable designed for the Surface, which you can find in the following link:
Accessories Designed for Surface (microsoft.com) ****
There is no Korean version of this link because the Korean language store does not carry the corresponding product.
These cables, designed specifically for Surface, often offer unparalleled compatibility.
Best Regards,
Mitchell | Microsoft Community Support Specialist