I agree with
ThrashZone. Install each one in order. That said, you should be able to go from IE8 to IE11 without any problems*. I've done it many times inside of a W7 virtual machine.
*IE11 does a few things that might not work well for you.
You might call that a problem

Microsoft calls these things features.
I use IE11 on a laptop and IE10 on a desktop...
...because IE11 does not correctly save the favorites bar
...chances are, you will never notice this favorites bar quirk.
I have scripts (text files) on most of the computers that I use. I place some of these scripts directly on IE's favorites bar (or I can place a regular shortcut to the scripts on IE's favorite bar).
Starting with IE11, IE will not keep a shortcut to a file (or the file itself) in the desired location on the favorites bar. IE11 dictates that all such shortcuts (or files) must be to the right of internet shortcuts. This is not something that I can work with. I've had my internet shortcuts and my script shortcuts in a certain order for more than a decade.
If - for example - I wanted the shortcuts (or file) in this order:

After I close/open IE11, they will be in this order:
IE11 might work just fine for you because you might only use internet shortcuts on IE's favorite bar. (Or, you might not even use IE's favorites bar.) But there are a few other quirks in IE11. It might not get along with the interface that lets you change things in your router or modem. I have no issues with that. The same issues show up in IE11 for some people that surf to various networked things: printers, thermostats, NAS storage boxes.... For some reason, all of those interfaces work just fine for me when using IE11.
I would suggest that you grab/store a copy of the installer for IE9, IE10 and IE11.
Download Internet Explorer 9 from Official Microsoft Download Center
Download Internet Explorer 10 from Official Microsoft Download Center
Download Internet Explorer 11 from Official Microsoft Download Center
If you use those installers, you will probably notice that the first thing that the installer does is to download an updated version of the installer. (It would be too simple for MS to let us download/store the latest version.) Some people in this world pay for each MB that they download. You can avoid this silly double download by using Windows Update (WU) to get these three versions of IE installed on your computer.
To do that...
...let WU find everything that it wants to install on your computer
...hide the update for IE11
(right click on the entry for IE11 and select Hide from the context menu)
...let WU search again
...hide the update for IE10
...let WU search again
...select the update for IE9
...install IE9 and any other updates that you want.
...restart the computer
Restore hidden updates**
**All of those WU steps mentioned above might not show up for you in the order that I've stated. The WU is a complex process that does not always seem to do the same thing on everyone's computer. I'm going to stop my detailed instructions for WU, because WU acts a bit differently depending on the updates needed and how the computer has been setup (i.e. the computer that I'm on gets its updates from a server inside of the company that I work for - so it is hard for me to check on what you should see.)
If you opt to use the installers linked to above, you should not see any WU related to the browser after the install and a restart. The installer should handle getting you the latest installer and installing any prerequisite updates/patches. However, it is not a bad idea to check for WU anyway, because MS might have updates that they have not yet built into the standalone installation process.