Sorry if my question is dumb but I'm newbie in Proxmox. I've connected proxmox host with SFP+ to LAN. My question is will I get 10Gbit transfer on VM if I'll bridge that interface for VMs or I should configure it other way?
If the rest of your system (i.e. CPU) can keep up with the data rate, then sure. I'd recommend setting it up in a test environment and running 'iperf' or similar to check.