Hi, you need to have a working ADB/Fastboot environment and drivers to be able to flash TWRP. There are several ways to achieve this, for example, I have the Android SDK installed so I have all the needed tools; however, there are other, more minimalist ways to get the needed tools. Search for "minimal adb fastboot xiaomi" to get useful links for this.
You can check if you have your environment set up by booting your phone into fastboot mode, connecting it to your computer, and typing on the command prompt:
fastboot devices
If you get a line with the text "fastboot" followed by a serial number, you're all set.