This can be tricky, as the directory structure changed from 9 to 10. You will first need to upgrade to a 10.x version, to get the structure sorted out, then to a early 11.0.x to get the basic configuration done, then to the latest 11.4.6. It MAY be possible to do the upgrade in just one step, but I wouldn't recommend it.
After the first upgrade to 10/11, make sure your directory structure is correct. You can verify this against the structure as done by a vanilla 11.4.6 installation.
Other than that, you should be able to use the built-in upgrader to take care of most of it for you.
If you want to make 100% sure your message store is up to date, run ompatchom after each step above.