well, you CAN do it like that, but may not be the best way.
What are you intending to copy? if you're transferring vmdks, your best bet would be to use qemu-img to do so and convert them to either raw devices (which you can write directly onto your volume group) or to qcow2 files, in which case you will need to create a filestore on your volume group. both have their pros and cons, but you should decide what you want to do ahead of time.
https://pve.proxmox.com/wiki/Migrate_to_Proxmox_VE
What are you intending to copy? if you're transferring vmdks, your best bet would be to use qemu-img to do so and convert them to either raw devices (which you can write directly onto your volume group) or to qcow2 files, in which case you will need to create a filestore on your volume group. both have their pros and cons, but you should decide what you want to do ahead of time.
https://pve.proxmox.com/wiki/Migrate_to_Proxmox_VE