Arduino Micro tone() PWM Pins
The pin 3 and 11 only refers to boards based on the ATMega328. On these boards timer2 is used by tone, disabling PWM on pins 3 and 11. See Majenko answer about timers.

The Micro (ATMega32u4) tone uses timer 3, which is connected to pin 5 only.

So on the Micro, just don't use pin 5 for PWM when using tone.

Secondly don't trust everything on the arduino.cc website. There quite a bit of misinformation on there.