1) xiamo.eu rom for my redmi 3 pro, is rootable?
yes
2) if yes, how can i root my phone?
follow the instructions included in the same post as the download
3) xiaomi.eu receive then ota updates?
yes, the weekly ones do (with a little delay)
4) how can i install the last xiaomi.eu rom from my actual miui.it rom?
follow the instructions included in the same post as the download
Basically it comes down to installing the latest TWRP if you don't have one already (which I doubt since you seem to have a custom ROM installed). And after that download the latest ROM for your device, as well as the latest Magisk (some older posts say SuperSU, but this new one works better). If you have everything on your device, boot into TWRP (hold volume keys down and shortly hold the power button). After that do the standard wipe. Go back to the main menu of TWRP and install the ROM + (by clicking "add more zips") Magisk. Let it do it's thing and reboot.