what exactly do you mean? Adding several disks to the physical nodes? Yes of course that is supported. There are several approaches you could take depending on your use-case/needs. Here are three options:
Add them to zfs pools that also support different RAID levels or create a RAID array via btrfs during the installation process.
Add disks later on and configure them through the GUI with a file system of your choice.
Or add them to existing zfs pools.
Really there are many many possibilities depending on your exact use case and setup.
The current setup is, it is a physical server with local lvm storage, the Proxmox is already installed and it is in production
In this scenario what is the best-recommended way to add an additional disk to the local storage?
Ok so since you have three separate disks that you want to add, its likely easier and more resilient to create a new zfs-based pool. You could for example add them to a RAIDZ array which would provide you with redundancy allowing for at least one drive failure as well as increased read write performance. This comes at the loss of some usable space, you'll likely only have about 3,5TB available.
To do so you can go to the node > Disks > ZFS > Create ZFS. From there give the new pool a name, select the disks you want to add and the RAID level. Depending on what exactly you need/want you could go with Single DIsk (adding each disk as a different ZFS pool, maximizing available storage space), Mirror (this will give you maximum redundancy by storing everything on all three disks, so you will not see a performance increase and the available space will be the size of the smallest disk in the pool (1.94TB)) or RAIDZ (see above).