When I first came across this lesson, I also interpreted the "le" as unstressed indirect object pronoun meaning "to her".
In this situation, however, le is the feminine, plural, definite article "the". Feminine, I'm told, because we are talking about hours/time (ora) and "ora" is feminine. Plural when the number of hours is greater than one.
So, it may help if you see the word for word translation: Sono le undici / They are the 11.
From which, we understand that 11 hours have passed since midnight, and thus its 11 o'clock.
I'd offer that in the 24-hour time system, the expression including in English is, for example, "fourteen hundred hours" or "fourteen hours" in short, all plural 'hours'. So here "The hours are". This is consistent with "sono", "le", "alle". f.formica please do feedback to the course contributors to keep teaching this system.
Speakers of English, and others using the 12-hour system, please do become familiar with the Italian (and other languages') system. You will soon be fluent in this and your life will be much easier than having to always convert the numbers.
The plural female article 'le'. Here's a good site: