First, note that Grails 3.x will not work with JDK 11, so if your NetBeans 11.0 installation is using JDK 11, change the default platform to JDK 8 instead. You can do this by a suitable edit to etc/netbeans.conf. In my case, on a Windows 10 machine the change looks like this:
netbeans_jdkhome="C:\Java\jdk1.8.0_201"
(Of course you can still have JDK 11 as an additional Java platform.)
Next, as a comment to the OP noted, you need to install the Groovy plugin to use Grails with NetBeans 11. You will see that version 1.36.1 of the Groovy plugin is available for activation from Tools > Plugins > Installed:

Unfortunately, after clicking Activate, the plugin does not allow configuration of Grails from the Tools > Options > Miscellaneous > Groovy tab, since the Grails Home field is missing:

The fix for that is to uninstall (not just deactivate) the Groovy and Gradle plugins that came bundled with NetBeans 11, and revert to the plugin that was provided with NetBeans 8.2. This is documented in Bug Report NETBEANS-1976
Although the new "Gradle" and "Groovy and Gradle" plugins
automatically disable themselves, this isn't good enough to avoid
various conflicts with the old "Gradle Support" plugin. I had to
uninstall the new "Gradle" and "Groovy and Gradle" plugins in order to
get everything working with the old plugin on Netbeans 11.
The steps to follow to install the older version of the Groovy plugin are the same as those with NetBeans 9.0, as described in this answer to "Groovy and Grail plugin is missing in Netbeans IDE 9".
After doing all that you should be able to use the Project Wizard (File > New Project... > Groovy) to create a Grails Application in NetBeans 11:
