UK does not separate from the European Union.
How to install the No Brexit database on FM211) Move the downloaded .fmf file to your editor data folder (create that folder if it doesn't exist):
Windows \Documents\Sports Interactive\Football Manager 2021\editor data
Mac Users/YOUR Mac USERNAME/Library/Application Support/Sports Interactive/Football Manager 2021/editor data
2) Start new game in regular career mode (doesn't work with FMT/FMC) and activate the No Brexit 21 database (is compatible with other databases).