Depends on what you want to test. Easiest for LXC/filesystem performance would be to create a new LXC but don't start it. Then use the "pct mount VMID" command to mount the filesystem on the PVE host and point fio to that mountpoint. Then unmount ("pct unmount VMID") and destroy that LXC afterwards.
For VM/block device performance you could create a new thin volume, benchmark it directly as a block device (/dev/yourVG/yourLV) and later destroy it. An example for a 32GB thin volume called FioLV in your thin pool YourPool of vg YourVG: [B]lvcreate -V32G -T YourVG/YourPool -n FioLV[/B]