Where did you get the download from?
If you use the official Coldfusion Downloads Adobe - ColdFusion Support Center : More Downloads and choose the CF11 Trial or Developer version, this will take you to the download page. When selecting Linux it will download the .bin file. The documention you are reading is for this method.
If you sre just running the express version then it states on the same download page what to do with it:
Now get started with ColdFusion quickly by using the Express Edition. Just Unzip the file to a location and Run ColdFusion for development from that location without the need for installation.
There is some more info on the express setup on the Coldfusion wiki Installing ColdFusion Express - ColdFusion, English documentation - Adobe Learning Resources
Yah, nevermind, there were multiple problems caused by unfamiliarity, combined with a stupid Windows problem that prevented the downloader from working properly. I've resolved everything and wish I could delete this thread.
That being said, I'm having a devil of a time porting a CF8 project into CF11. Are there any tips? Old project is on Windows XP machine, new CF11 server is on Ubuntu 14. Putting old project in opt/coldfusion11/cfusion/wwwroot doesn't run anything. It killed my test.cfm page as well ( just comes up blank ). Now looking for an error log....