1. Download the weekly Rom (f.e. xiaomi.eu_multi_HMNote4X_8.4.12_v9-7.0.zip) in the internal memory.
2. Go in the Updater App. Click on the 3 Points top right.
3. Choose install from SD Card. Browse to the rom (for example: Internal Memory/xiaomi.eu_multi_HMNote4X_8.4.12_v9-7.0.zip)
4. Click ok an the Phone will reboot in TWRP and install the rom without loosing Data!
Sorry for my bad english!