How to go back to MIUI from Cyanogen mod?
If you haven't saved a backup with TWRP you have to reinstall the MIUI.

First of all download the ROM here.

Then put the ROM in a USB drive or SD card (it has to be read from the smartphone outside its own disk).

Then, install the ROM.

You can follow these steps from How to Flash a New ROM to Your Android Phone

But if you have a saved backup with TWRP, go to restore and select your backup.