We investigate the three-body Coulomb breakup of a two-neutron halo nucleus $^{11}$Li. We use the coupled-channel $^9$Li + $n$ + $n$ three-body model, which includes the coupling between last neutron states and the various $2p$-$2h$ configurations in $^9$Li due to the tensor and pairing correlations. The three-body scattering states of $^{11}$Li are described by using the combined methods of the complex scaling and the Lippmann-Schwinger equation. The calculated breakup cross section successfully reproduces the experiments. The large mixing of the s-state in the halo ground state of $^{11}$Li is shown to play an important role in explanation of shape and strength of the breakup cross section. In addition, we predict the invariant mass spectra for binary subsystems of $^{11}$Li. It is found that the two kinds of virtual s-states of $^9$Li-$n$ and $n$-$n$ systems in the final three-body states of $^{11}$Li largely contribute to make low-lying peaks in the invariant mass spectra. On the other hand, in the present analysis, it is suggested that the contributions of the p-wave resonances of $^{10}$Li is hardly confirmed in the spectra.