Follow these steps to setup a conference calls on your Redmi Note 4:
Note: Before doing so, check with your service provider to make sure your line/number support conference call feature.
1. Using the usual procedure on your Xiaomi phone to call the first person.
2. When the call is connected, tap Add call (on your Xiaomi phone) to call another party.
3. When the 2nd call is connected, tap Merge calls (on your Xiaomi phone) to establish a conference call.
4. You can tap Add Call to add more calls to this conference.