The PCM libary won't work on an Arduino Nano
I guess the Nano had a sketch which was setting pin 11 HIGH (using SPI?) as you turned it on with a 4 Ohm speaker attached without any other resistance. It created a short circuit and damaged the pin's circuit.
Using tone() or the PCM library with a speaker connected without additional resistor doesn't damage the pin immediately because it is then HIGH only for very short moments, but it stresses the pin circuit too.
The linked page recommends to use direct speaker connection because it is much louder then with a resistor in series, but this is a wrong advice. It should recommend an amplifier module for example with LM386 IC.
A piezo speaker has higher resistance so it can be connected directly to Arduino pin, but a piezo sounds loud only in high frequencies so with the PCM library the sound is like whispering.