This is the fastboot mode way to install TWRP. If you already have a xiaomi.eu ROM installed you can safely flash the recovery zip via Updater app, otherwise follow these steps. First of all, download TWRP recovery for your device from here or searching on MIUI official forum. Your phone need to be recognized by your pc, if it's not recognized please install Xiaomi USB drivers (usually included in Mi PC Suite download here). Download Android ADB and Fastboot from here or from here and install it. Rename your *.img file in recovery.img and move it to ADB folder (usually in C: drive). Boot your phone into fastboot mode pressing and holding volume down + power key and subsequently releasing power key after some seconds. Connect your Xiaomi phone to your PC with the USB cable. Search for cmd in Windows search bar and right click on it => "Run as administrator". Type in the command prompt cd C:\ADB and press Enter you will move to ADB folder (if installed in a different path please replace "C:\ADB" with your installation path, e.g. "C:\Program Files (x86)\ADB"). Type fastboot devices and press Enter just to be sure your device is correctly recognized. Type fastboot flash recovery recovery.img and press Enter to flash the recovery (Warning: this is permanent and will replace your Mi Recovery and you'll lose your warranty) or type fastboot boot recovery.img and press Enter if you want to use the recovery without flashing it. Type fastboot reboot and press Enter to reboot your device after the flash is complete. First time you boot in recovery you will shown a TWRP screen asking to allow modifications to system partition. Personally, I choose always Keep read only to have no issues with my ROM. If you want to know more about this visit this page. Warning! Since MIUI 7 Developer ROM 6.1.14 your bootloader is probably locked and you couldn't be able to install unofficial non-MIUI recovery, if you have a locked bootloader have a look at this. Warning n° 2! If you want back the Mi Recovery (useless if you want to keep installing weekly or stable Xiaomi.eu ROM) please download your xiaomi device fastboot image from here and extract the recovery.img file, then follow the steps below to flash it. Warning n° 3! Some Mediatek CPU Chipset devices don't support fastboot mode.