Have you unlocked bootloader?If not download mi unlock and from en,miui,com/unlock/ .(I am using [,] cause i cant post link due to 5 post limit, just del , and use . )
-Download adb minimal (search on google, download it from xda)
-Extract adb minimal to your desktop ( or install it you c:\ .Doesnt matter.Its the same.
-Open adb folder, hold shilft then right click inside folder. 'Open a terminal here'
-boot your phone on fastboot mode. (Turn off your device.Wait 30sec.Hold power button + vol down button)
now choose "ROM DOWNLOADS" Tab (from the forum, i cant post link

)
-Download TWRP. (RedMi note 4x = Board Name: santoni Rom Name: HM4X so download twrp_santoni)
-Extract the twrp zip of the folder with the adb minimal.
-Now go into your terminal we opened before and type
fastboot flash recovery twrp.img
fastboot boot twrp.img
if all go well your phone will boot on recovery mode.