Your 11 speed cassette is still mounted on the freehub. You need to remove the cassette from the freehub using a lock ring tool and a chain whip. Then install a 1.8mm spacer on the freehub, then install the 9 speed cassette. You can find demonstration videos from Park Tool on YouTube. Or take it to a bike shop.
the freehub shell is part of the trainer, not the cassette. it’s the black thing with spring loaded teeth that you removed with the cassette. not a big deal because they’re supposed to be removable and replaceable, but to remove a cassette without removing the freehub shell with it you need to hold it in place because the cassette threads onto it. you can use a chain whip, or if you don’t want to buy one you can just use part of an old chain
there isn’t really a good alternative to a lock ring tool though
And that shouldn’t just pop off. You had to remove something to get that 11 speed cassette off. Put it back on, take off just the cassette (the tools aren’t that expensive if you look hard enough (or take it to a local bike shop))
You may have to use spacers behind the 9-speed cassette, so it helps to compare the back of the large cog to see if there is a difference between the center of the cassette and the toothed outside edge. Some cassettes have an indentation around where the cassette fits the wheel hub, so you need a spacer, and others are flat with the toothed edge. If both are flat, you may not need a spacer at all.
Also save that plastic tube. It helps make it easier to install that new cassette, and you can put the other one back on it and it makes it easier to swap them, or sell/gift it.
Also don’t buy Park Tools if you aren’t a mechanically inclined person. They are really expensive, meant for people that would use them a lot. That’s why taking it to a bike shop would make sense, they have the tools, and can (should be able to) help with spacing, if needed.
Then all you need is a bike crescent wrench, or a socket and ratchet handle. There are cassette tools built-in to a longer handle making it a single tool. There are other tools that are insanely expensive too. You only need the ‘chain whip’ to take the cassette off too, BTW. There are also some usable into bike tools kits as well, and most will probably have a lockring tool of some sort.
Maybe find someone you can borrow the tools off of, or for beer (or pizza) you might know someone to do it for you.
If you’re new to bike maintenance, watching others do some of the work shows how easy it generally is, and might get the OP into doing some of their own bike maintenance. Stranger things have happened…