I'm trying to help a client with getting Cold Fusion 11 running with IIS 8.5 on 2012 R2.
The same error results on any attempt to load any CFM page by page name - again, they only load if no file name has been specified in the URL and the page in question is the default document.
Meanwhile, the CF Admin site works just fine.
Is this the first site you have setup in IIS with coldfusion on that server?
I have seen this happen when the Web Server Configurator is not run after setting up a website in IIS. For example, having coldfusion installed and running already on one website (Default or otherwise) then creating a new IIS website and not re running the web server configurator to get it working correctly.
I would suggest running (or re running) the Web configurator (as administrator) and adding (or removing and re adding) the IIS Sites to it.