Can we connect 5000kvA TR from 11KV HT line?
You are missing a few things like is the transformer rated for this.
where in the world are you located? High voltage transformers are normally housed in a vault requiring trained maintenance personnel (in the U.S.).
The power company usually controls the high voltage side but not always if you have your own switch gear. Other things is this a delta-delta or delta-Y.  Are there reclosers on the input?
On the output side are you keeping your loads above or below the requirement for ground fault detection. These are just some of the questions that need to be answered. Depending on where you live it may require an engineer or a supervising electrician to evaluate the type of service/ connections and the coordination of the overload protection system. This is not something for an untrained person to even attempt.