I was NOT able to dual boot Windows 11 and Ubuntu 18.04. This is because Rocket Lake processors don't support legacy/MBR booting, and Windows 11 restricts UEFI bootloaders from having Level 0 access to disk memory on the disk where W11 is installed. The Ubuntu installer crashes because it can't write the OS files to disk. Therefore, Windows 11 and Ubuntu 18.04 cannot be installed on the same hard disk.
I solved my problem by installing Ubuntu on a different disk, a 256gb USB 3.0 flash stick. Important settings were as follows:
In Rufus, select GPT partitioning scheme, not MBR, since Rocket Lake doesn't support MBR.
In your BIOS, turn off CSM and Secure Boot. As noted in the comments, CSM is not supported. If Secure Boot is on, the motherboard will only see the Windows disk.
Obviously, I'm just restating what others have told me over the past 2 days. If anyone has a clearer idea of the "why" aspects, please comment and I will edit my answer.
I would like to acknowledge the help of the commenters on the original question, a very knowledgeable worker in the WalMart electronics section (thanks, Jacob), and a friendly and experienced guy in the vast.ai host discord (thanks, Marc).