It is not hard to show that$\newcommand{\f}{\mathbb{F}_{11}}$
the factor $g:=x^2+2x+5$ is irreducible over $\f$.
Once you have that,
let $\alpha$ be the root of $g$ (in a fixed algebraic closure of $\f$).
Then the splitting field for $f$ over $\f$ is $\f(\alpha)$,
which we know has degree $2$ over $\f$.
This shows that $|\f(\alpha)|=11^2$.
Since finite fields are unique,
we know that $\f(\alpha)=\mathbb{F}_{11^2}$ (in the algebraic closure).
I noticed that OP seems to be unsure of the reason why $g$ being quadratic implies the splitting field has degree $2$ over $\f$.
If we have an algebraic closure of a field $F$,
then the splitting field for a polynomial $f$
is simply $F(\alpha_1,\dots,\alpha_n)$,
where $\alpha_1,\dots,\alpha_n$ are the $n$ possibly repeated roots of $f$ in the algebraic closure.
Now, in your case,
the roots of $f$ are $-9$, $\alpha$, $-2-\alpha$,
so the splitting field is $\f(-9, \alpha, -2-\alpha)$,
but then $\f(-9, \alpha, -2-\alpha)=\f(\alpha)$,
which we know is quadratic over $\f$ because of the following theorem:
Let $K/F$ be an extension. Let $\alpha\in K$ be a root of an irreducible polynomial $f$ of degree $n$.
Then $F(\alpha)\cong F[x]/(f)$ and $[F(\alpha):F]=n$.