You can upgrade your phone by Local Update method without unlocking your phone. The method suits for the situations listed below for sure: Update to Global Stable ROM from Global Stable ROM, Update to Global Beta ROM from Global Beta ROM, Update to Global Beta ROM from Global Stable ROM and vice versa. If you encounter the issue that the reboot page keep loading for a long time after flashing, you can choose to wipe all data via entering Recovery Mode. You can turn off your device and then hold both Volume+ button and Power button at the same time to enter Recovery Mode.
Download the latest MIUI ROM ,There is no need to do it again if you’ve already downloaded the latest ROM file.
Connect your device to the Windows PC/laptop via a micro USB cable, and copy the ROM file downloaded in Step 1 into the folder ‘downloaded_rom’ in the internal storage of your device.
Launch ‘Settings’ app on your device, select ‘About phone’, click ‘System update’, then press ‘three dots’ icon at the top-right corner, and select ‘choose update package’ to enter. Choose the ROM file you’ve put in ‘downloaded_rom’ in Step 2.
After choosing the right ROM file, your device will begin upgrading. Your device should automatically boot to the new version when the update is completed.