did you try Updater way?
For fastboot way: you don't have fastboot TWRP, you have to unzip it and follow this:
http://en.miui.com/forum.php?mod=viewthread&tid=236576
Roms for Redmi 3/PRO, Mi4S, Mi5, Note 3 PRO, MIMAX, MIMAXPro:
Unlock your first bootloader here http://en.miui.com/unlock/...