How to integrate bcm4311 kfbg with pcie support in bsp of apalis imx6 evaluation board

Why do you think it is a wrong driver? As you can clearly see in the dmesg output:

[    7.051574] b43-phy0 ERROR: Firmware file "b43/ucode5.fw" request failed (err=-11)
[    7.051583] b43-phy0 ERROR: Firmware file "b43-open/ucode5.fw" request failed (err=-11)
[    7.051588] b43-phy0 ERROR: You must go to http://wireless.kernel.org/en/users/Drivers/b43#devicefirmware and download the correct firmware for this driver version. Please carefully read all instructions on this website.

you’re missing firmware, since the required firmware is property of broadcomm you’ll need to get it on your own. Some information can be found here:
http://linuxwireless.sipsolutions.net/en/users/Drivers/b43/#Device_firmware_installation