The Mi Home app is the hub of the whole Xiaomi smart home. A correct setup at the start saves a lot of trouble.
Region and account
Choose the region where your devices are supported and sign in with a Xiaomi account.
Pairing devices
Switch the device on, bring your phone close and follow the prompts. Your Wi-Fi should work in the 2.4 GHz band.
Automations
Start simple: turn on a light at sunset, switch the air purifier to quiet mode at night.