Hi, I take it that you are currently on a stock Chinese version and using stock recovery. I'm not sure of your PC abilities but I do have a guide to assist getting your first EU ROM installed with twrp.
The first thing is to get everything you need ready. As you will have to format your phone when changing ROM branches, make sure you have an off phone back up to your data and photos, music etc and of course apps, or at least have access to them anywhere off of the phone.
You will need to download the ROM of choice before you start and have it available on your PC or a OTG usb stick or drive.
On your PC, get your adb and fastboot files in a simple to access folder. In that folder place a copy of the twrp you are going use and rename it to twrp.img. this makes it simpler to handle.
Now open a CMD promt on your PC and connect your phone to the PC in fastboot mode. Now follow my guide which is available below remembering to start at the part of the guide about installing twrp and the next section on installing the ROM using twrp.
Here is the guide...
https://mega.nz/file/6UAhXCxZ#Np2KwhMnl8obmOvp4b-2R9ajo0zrtz3vwefy-Ya3PLs
The best twrp is the wzsx150 version. There are 2, the original that is marked as mi10pro and the latest marked as mi10ultra. Both work but here is a link to my copy of the latest...
https://mega.nz/file/TUh0mLAZ#0jYRCIeAiCJEMW1eIvWzPSWG2MuKJMG5V-wgxtWT80M
Once extracted, rename the .IMG file as above.
Once you are done and back to normal on your phone you have 2 choices to update from now on.
You can manually update by downloading the latest ROM and save it on your phone, PC or OTG USD stick or drive and just reboot to recovery from the extended power menu or from power off with per on and vol up to get to recovery. From there, install, select ROM, swipe. Once done select dalvik and cache wipe, NOT FORMAT, and reboot system when done.
To update using OTA updater app on the phone, open app check for download or press on 12 in settings, details. Once an update is found, it will download and ask you to install and as long as you have twrp, it will install fine. One note is that you need currently to use a pattern screen lock for this twrp, not pin or password, so when you first install, set a pattern.
Please ask away if you have any problems, don't struggle, no question is a stupid question if you don't know the answer.
Good luck and let me know how you do.