This won't work because the installer of ProxmoxVE will wipe the disc before the install.
The OP has two options:
- Install first Debian, then add ProxmoxVE packages:
https://pve.proxmox.com/wiki/Install_Proxmox_VE_on_Debian_12_Bookworm
- Have two discs, one for Windows, one for ProxmoxVE and configure the Proxmox boot manager (be it systemd-bootmanager or grub) to add a boot entry for the Windows disk
I wouldn't recommend the first option to novices and the second is the one the OP want to do anyway:
Should work both ways as long as you take care, that you don't accidentially install the second OS on the same drive as the first. The other question is: Why though? If you want to stick with Windows anyhow (which is absolutely nothing to be ashamed for if the main purpose of the machine is gaming or some windows-only application you can't live without!) then something like Microsofts Windows Services for Linux 2 (which is basically a VM manager just for Linux VMs) or Oracle Virtualbox fits your usecase quite better. And if you actually want to run some services on it, then you can't use Windows anymore anyhow (since a reboot would lead to a downtime of the services). So what are you trying to achieve?