Follow the steps:
0) So you need to have a PC next to you.
1) In TWRP, go in "Wipe" > "Format Data" (type "yes" to confirm).
2) Return in main TWRP menu, go in "Reboot" > "Recovery" (wait until your phone boots again in TWRP).
3) Connect your phone to your PC via USB and put the xiaomi.eu ROM you want to install in your phone's storage.
4) Go in "Install" and install xiaomi.eu ROM.
5) Phone will reboot when installation is done (first boot will be long, so just wait...
).