Let $\Sigma=\{1,0\}$
I just thought of sample strings that can work, such as, $\epsilon, 1, 11, 10, 0, 01$, and came up with:
$$R=1^*(\epsilon+01^*)$$
Is this correct? And is this the correct way to do it? I don't particularly like these questions where they ask you $x$ is not a substring. How do we even do those?
The title of your question is misleading. I suppose you are interesting in the language of all words not containing $11$ as a substring. More generally, given a word $u$, the set of words containing $u$ as a substring is the language $$ L(u) = \Sigma^*u\Sigma^* $$ Therefore, the set of words not containing $u$ as a substring is the complement of $L(u)$. If you want a regular expression for this language, you can proceed as follows
For your example, $u = 11$, the minimal automaton of $L(11)$ is
and the minimal automaton of its complement is
It is now easy to get a regular expression for the language accepted by this automaton: $(0 + 10)^*(\varepsilon + 1)$.