In TWRP you have to format data to get rid of encryption, after succesful format reboot again into TWRP
Now you should see internal storage on PC , copy downloaded ROM to internal storage and flash.
EDIT: looks like MI9 ROM is not available yet, so be patient and wait.
You should try to boot into TWRP after flashing TWRP
fastboot flash recovery twrp.img
fastboot boot twrp.img "should boot into twrp" allow all modification
in twrp do a format data "to get rid of encryption"
reboot again into twrp
Copy latest xiaomi.eu rom to root directory of Smartphone...