Arduino Pro mini does not have USB to TTL circuit, so you need purchase a USB to TTL adapter module in order to load and compile Arduino code.

Pro mini and USB-to-TTL adapter module connection guide:

Pro mini                        USB to TTL

VCC—————————VCC(5V)

GND—————————GND

RXI—————————TXD

TXO————————RXD

After opening Arduino IDE, you should select board as Arduino Pro or Arduino Pro mini.
You should select COM PORT which matches your Windows Device Manger port information.

Example graph:

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Click Upload button,You will see “Compiling Sketch” as following graph:

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After completing compiling,  you will see “Uploading…” as following graph:

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Don’t forget to push RESET button in Arduino Pro mini board when you see “Uploading” prompt. If you don’t push this button or push it too late, the code might not be loaded to Arduino Pro mini.