Besides the Ballooning Device being enabled, is the BalloonService running in the Windows VM?
Does it go down after a bit of waiting? In the screenshot, the VM has an uptime of 36 seconds... chances are that the VM hasn't fully booted yet and...
This looks like something went wrong with the installation medium.
Verify that the ISO you downloaded is correct, and that it is copied correctly to the install medium: https://pve.proxmox.com/pve-docs/pve-admin-guide.html#installation_prepare_media