Yes, recovery have one of main functions and that's flashing rom, but don't mix miui recovery and twrp recovery. For this roms you to have custom recovery aka Twrp, every xiaomi model have own Twrp version(check table on first post to find name for your phone) . If you are for first time installing eu rom, folllow instructions: unlock bootloader(if neded), fastboot flash Twrp, go to twrp and flash rom etc etc.
When you'll have Twrp recovery, next future roms flashing procedure is in less steps and fast.
If you accidently delete system partition(or it is corrupted) and you reboot, you'll get bootloop but it doesn't mean your device is hard bricked, it only can't find OS on your device. You still have recovery and from there you can install again rom.
Sent from my 2014813 using Tapatalk