For some mysterious reason Android won’t let you by default use your USB connection to transfer files, but only to charge your battery.

You can change this behavior if you enable developer mode in your phone, Xiaomi or not. There is no need to actually be a developer to activate this mode.

To activate developer mode in your Xiaomi phone, go to the section that is “About your phone”, and tap several times the MIUI version. Your phone will give you the message that “three…., two…., one more time and you become a developer!”

After that, you don’t even need to open and configure developer options, because by default your USB connection automatically allows data transfer and your phone’s folder system appears in Windows Explorer. Note that this solution may not work on all versions of MIUI.