Before uploading your code to the Arduino, make sure DHTLib.zip is installed in your IDE (tutorial)
Based on: https://www.circuitbasics.com/how-to-set-up-the-dht11-humidity-sensor-on-an-arduino/
Signal pin (S) to Analog 0 (A0) on Arduino
Vcc (+) to 5V
Ground (-) to GND
Warning: if you have 4 pins on your DHT11 follow the tutorial above (needs 10K resistor between Vcc and Signal)