The instructions, as per XDA
Follow these instructions install Android updates / Stock MIUI Recovery and Fastboot ROMs on Xiaomi, Mi, Redmi and POCO smartphones.
www.xda-developers.com
Recovery ROM Installation
Recovery ROMs come with a .zip file extension and can be installed through the Local Update method from within MIUI. You can also use a custom recovery for installing these ROMs, though do note that device-specific instructions may differ in that case.
- Transfer the download .zip file to your phone, and ensure you place the file in the “downloaded_rom” folder in the internal storage of your device. If no such folder exists, create one in your internal storage base directory.
- On your phone, navigate to Settings > About Phone > System Update, and then press the three-dot icon in the top-right corner, and select “Choose Update Package”. If the “Choose Update Package” is not visible, you need to tap on the MIUI version logo 7-10 times.
- If the “Choose Update Package” option is missing, tap on the MIUI logo 10 times to activate the option.
- Choose the downloaded .zip file.
- Wait for the update to install.
Edit to add
As an FYI I didn’t make a “downloaded rom” folder, I just downloaded and placed it in the root folder. Never had a problem.