You will need to purchase new license(s) for ColdFusion 11 (that's the current release). There is no license upgrade path from ColdFusion 6. Depending on the license(s) you purchase, it will come with one or more complimentary licences to ColdFusion Builder 3, which is the ColdFusion-specific Integrated Development Environment (IDE) that Adobe has developed. You can choose to use ColdFusion Builder (or not) for writing and debugging your code.
You'll have to determine if you need Standard or Enterprise edition, and how many licenses you'll need.
There are some considerations to take into account even before you make the move from Coldfusion 6 to 11:
1) You should consider the move a project. This means you have to have a business case and a plan. These may be simple and basic, for example, if you have limited resources. What is important is that you have them.
2) Your business case should justify the business need for the move to ColdFusion 11. Consider the current state of affairs surrounding your application, and how you hope the situation will evolve in the foreseeable future. What are the benefits? Quantify them.
Here, as in every project, there are bound to be risks and costs. For example, downtime, the availability of resources and license costs (currently $8499 for Enterprise, $1499 for Standard). Your business case should weigh up the risks and costs against the need and benefits, transparently and convincingly.
Proceeding in this way will increase your chances of success. As they say in projects as these, if you fail to plan, you plan to fail. Good luck.