As someone who owns the ZUK Z2 Pro the Xiaomi phones are a bit weird to me and I had a lot of issues finding the right tools for my Xiaomi 9T when I started Unlocking it and playing around with Custom ROMs and stuff soo the first and most important advice I can give you is : Have A LOT of patience with it! 🙂

Now the actually (hopefully) helpfull part :

Install their Flashing Tool under Windows : https://c.mi.com/in/miuidownload/detail?guide=2
This will give you the right Drivers and stuff 😉 Install their Unlocking Tool under Windows : https://en.miui.com/unlock/download_en.html
This will give you the ability to Unlock the Bootloader after you login with your Mi Account.

Please let me know if this worked and if not then what the error is and any other details! 😉