In the transmission of power the voltage of power generated at the generating station is stepped up from 11 kV to 132 kV before it is transmitted. Why ?

The power generated at the generating station is not directly transmitted to the consumers at 11 kV, but before it's transmission, it's voltage is raised to 132 kV to reduce the loss of energy in the form off heat in the transmission line wires.

From relation, P = VI, for a given power P, current I = $\dfrac{P}{V}$ i.e., higher the voltage, lower is the current. Thus, by supplying a given electric power at a high voltage, the current becomes low and therefore the loss of energy due to heating (= I²Rt) in the line wires becomes less.