Why do we have that for example $\Bbb Q(\sqrt5, \sqrt{11}) = \Bbb Q(\sqrt5)(\sqrt{11})$?
I'm trying to understand what this means. The lhs of the equality is supposed to be the smallest field containing $\Bbb Q$ and $\sqrt5$ as well as $\sqrt{11}$.
The rhs is from what I can understand the smallest field containing $\Bbb Q(\sqrt{5})$ and $\sqrt{11}$?
Is there some simple way to see why this equality holds? And is it true for every $a,b \in \Bbb R$ that $\Bbb Q(\sqrt a, \sqrt{b}) = \Bbb Q(\sqrt a)(\sqrt{b})$?
This is indeed true much more generally. But let's first get a handle on what these things mean.
Like you said, $\mathbb{Q}(\sqrt{5})$ is the "smallest field" containing $\mathbb{Q}$ as well as $\sqrt{5}$. To be more precise, $\mathbb{Q}(\sqrt{5})$ is the smallest subfield of $\mathbb{R}$ which contains both $\mathbb{Q}$ and $\sqrt{5}$.
More generally, when you have a subfield $F$ of a field $K$, and elements $\alpha_1, \dots, \alpha_n \in K$, then $F(\alpha_1, \dots, \alpha_n)$ denotes the smallest subfield of $K$ which contains both $F$ and the elements $\alpha_1, \dots, \alpha_n$. It's important to keep in mind what this larger field $K$ is, even though it is usually only implicitly specified through context!
So, in your case:
This argument is perhaps a bit lacking in rigor, and if you'd like you remedy that, you should start by writing down what exactly it means that $\mathbb{Q}(\sqrt{5})$ is "the smallest subfield of $\mathbb{R}$ which contains both $\mathbb{Q}$ and $\sqrt{5}$". Let me know if you try this and get stuck!
Challenge yourself: can you see why more generally we have
$F(\alpha_1)(\alpha_2)\dots(\alpha_n) = F(\alpha_1, \dots, \alpha_n)$
for any field $F$ and any elements $\alpha_1, \dots, \alpha_n$ in a superfield $K$ of $F$?