The Xiaomi has made the Mi Note Pro very easy to use with the SanDisk Ultra Dual USB Drive 3.0. The drive fits easily and snugly into the Mi Note Pro without too much effort.
Once you plug in the drive, you need to swipe the pull down from top of screen notifications, and select the icon showing the USB storage device has been connected. You will immediately get the Xiaomi File Browser from which you can access both the Xiaomi phone and SanDisk drive folders and files.
Once you are done with the file transfers, you need to return to the same notifications page and press Safely Remove before you can remove the drive.
Unlike the Apple iPhone and iPad which restricts data movement, you can freely transfer files between the Xiaomi and the SanDisk Ultra Dual USB Drive 3.0 pretty easily