Hi,
there's no official hardware certification list for Proxmox VE. Since it's based on Debian, it runs on pretty much any standard x86_64 hardware that Debian supports. The HP ProDesk 600 G5 SFF with the i5-9500 should work fine – the CPU supports VT-x and VT-d, so virtualization and PCI passthrough are possible.
One small tip: the onboard Intel I219 NIC can occasionally show "Hardware Unit Hang" messages under load. If you run into that, disabling offloading (e.g. ethtool -K <interface> tso off gso off) usually helps.
Just to be clear though: a desktop PC like this is great for a homelab, testing or learning, but it's not suitable for enterprise or business-critical workloads. It lacks things like ECC RAM, redundant power supplies, enterprise SSDs and remote management. For production environments, proper server hardware is strongly recommended.
BR Julian