Want to use Developer Options on your Xiaomi Note 4?
Since MIUI didn't enable the developer options by default as well. Therefore, you need to enable it manually.
To enable the developer options on your Xiaomi Note 4 phone, the process is same as you already know. The difference is just in the labeling part of options in Settings.
The Solution is:
Step 1: Turn on Developer Options (Settings > About Phone > Click 7 times on "MIUI Version").
Step 2: Connect your device via USB to PC.
Step 3: Settings > Additional Settings > Developer Options > Turn On USB Debugging.
Step 4: Also you should turn on Settings > Additional Settings > Developer Options > Install via USB.