Follow the on-screen instructions. This process will NOT install El Capitan yet. Instead, it will place an app named "Install OS X El Capitan" into your /Applications folder.

El Capitan is a pragmatic, comforting OS: leaner than its successors, more forgiving on older hardware, and practical for anyone who needs legacy app compatibility. If you decide to download the 10.11.6 installer DMG, do so cautiously—prefer official sources, verify integrity, back up your data, and use a bootable installer for clean, controlled installs.

Older versions of OS X running on your system may block the deployment if your machine currently operates on a newer software ecosystem like macOS Catalina or Big Sur.

Apple still provides the installer for older operating systems via their support pages. You can download the directly from Apple:

But (released July 2016) was the true masterpiece. It was the final, polished, patched version of El Capitan.

Mac OS X El Capitan 10.11.6 Installer DMG Download: A Complete Guide