First mount the disk on your host. And then from your mount point, set up a NFS or cifs/samba share.
You can also directly add a drive to your VM through virtio driver but i'm not sure that you will be able to share it on multiple VM.
everything is there: https://pve.proxmox.com/wiki/Storage
@Veeh described the correct way to enable concurrent access to the data. Nevertheless, may I ask you why you need it on two VMs at the same time? The reason behind @Veeh's answer is that you cannot access data on one physical disk directly on two VMs without a cluster filesystem. You will have data loss if you try to access it from two VMs at the same time.