Externally Powering a 3.3V device (nRL24L01+) with a 5V Arduino Pro Mini?
To connect the nRF24L01+ to a 5V Pro Mini you will need external 3.3V power supply to power the nRF24L01+.  The ground for the Pro Mini and the ground for the nRF24L01+ should be tied together to ensure a common ground reference.

The inputs to the nRF24L01+ are 5V tolerant so you will not need a level shifter to convert the 5V Digital IO on the Pro Mini to 3.3V. Be aware the not all 3.3V devices have 5V tolerant inputs like nRF24L01+.

You might want to look into using a 3.3V Pro Mini with that you should be able to use the regulated 3.3V power on the Pro Mini to power the nRF24L01+. Be aware that the 3.3V Pro Mini only runs at 8MHz instead of 16MHz.