I assume it's the PC that's not found the device, not the bootloader (which is a program on the phone).
You've not said what "the procedure" is for this phone, so I'm going to guess that it's a standard one (fastboot oem unlock) rather than a Xiaomi-specific one. If not then you'll have to tell us what you've actually done. That might not be a bad idea anyway though, since if someone says "I've followed the instructions" that doesn't tell is whether they've followed them accurately, so saying in detail what you've actually done is often a good idea anyway.
But if it's fastboot you are using and the phone is in fastboot mode and connected via a known working data cable then since this is Windows the first question I'd ask is do you have the correct fastboot drivers for your device?