Hass.io install on Proxmox, which file

vmdk and convert to qcow, BUT better clean install linux (KVM or LXC), and use hass.io via docker
 
You can use
Code:
qm importdisk
to import the .vmdk file into Proxmox VE. To do so, create a new virtual machine first. You can delete the hard drive that gets created during the process. Use qm importdisk to add the .vmdk file to your VM. It will be added as unused drive. In the GUI in the Hardware options of your VM you have to double click on the drive to make it used. For Hass.io, set the BIOS type to OVMF and the Hard Disk type to IDE. You might have to edit the VM configuration file manually.

If you go with Docker (as recommended by @mikesrus ): We recommend using Docker inside a virtual machine (not a container). You can find some hints about Docker in Proxmox VE in our Reference Documentation. I suggest searching the whole document for the keyword "docker". There are 9 matches => It should not take very long to read the relevant parts.