Which part im doing wrong?

1. You are trying to compare objects using operators for primitives
2. Your pattern for parsing the time of day should be HH:mm instead of hh:mm

Alternative: java.time

Since this is all about the time of day disregarding day, month, year (and even seconds or smaller units), you can use a class designed for exactly that, a java.time.LocalTime.

Here's a readable example:

/**
 * Determines the prosaic daytime (Morining, Afternoon, Evening, Night) of
 * the time of day passed as {@code String}.
 * 
 * @param timeOfDay time of day in 24h format
 * @return prosaic daytime
 */
public static String dayTime(String timeOfDay) {
    // parse the input without applying a formatter
    LocalTime localTime = LocalTime.parse(timeOfDay);
    // define the border values
    LocalTime eleven = LocalTime.of(11, 0);
    LocalTime four = LocalTime.of(4, 0);
    LocalTime fifteen = LocalTime.of(15, 0);
    LocalTime eighteenThirty = LocalTime.of(18, 30);
    
    // check if the time is after four and either before or exactly eleven
    if (localTime.isAfter(four) &&
            (localTime.isBefore(eleven) || localTime.equals(eleven)))
        return "Morning";
    // check if the time is after eleven and either before or exactly fifteen
    else if (localTime.isAfter(eleven) &&
            (localTime.isBefore(fifteen) || localTime.equals(fifteen)))
        return "Afternoon";
    // check if the time is after fifteen and either before or exactly eighteen thirty
    else if (localTime.isAfter(fifteen) &&
            (localTime.isBefore(eighteenThirty) || localTime.equals(eighteenThirty)))
        return "Evening";
    // otherwise it's night
    else return "Night";
}

Test it with some significant values:

public static void main(String[] args) throws IOException {
    List<String> times = List.of(
                // morining
                "04:01", "10:59", "11:00",
                // afternoon
                "11:01", "14:59", "15:00",
                // evening
                "15:01", "18:29", "18:30",
                // night
                "18:31", "03:59", "04:00"
            );
    
    times.forEach(
            time -> System.out.println(
                    String.format("%s is in the %s", 
                                    time, dayTime(time))));
}

Output:

04:01 is in the Morning
10:59 is in the Morning
11:00 is in the Morning
11:01 is in the Afternoon
14:59 is in the Afternoon
15:00 is in the Afternoon
15:01 is in the Evening
18:29 is in the Evening
18:30 is in the Evening
18:31 is in the Night
03:59 is in the Night
04:00 is in the Night