Direction and help with TWRP and Magisk

I am currently putting magisk on my xiaomi mi note 10 pro but I have hit a few roadblocks.

I have unlocked my phone using the xiaomi unlocker, but when I try installing TWRP (tucana) to my phone the phone restarts from fastboot to normal boot instead of going into TWRP.

What can I do to fix this issue? I have tried with Orangefox as well but when I type the reboot command into CMD it also reboots the phone into normal boot as opposed to triggering orange fox.

My questions are:

Do you need TWRP or Orange fox to install Magisk?
If yes, what am I doing wrong in CMD that TWRP is not installing?