Proxmox does not get install when you use rufus in default mode, either try dd command in linux or use Etcher for windows.
As per proxmox documentation
Rufus is a more lightweight alternative, but you need to use the DD mode to make it work. Download Rufus from https://rufus.ie/. Either install it or use the portable version. Select the destination drive and the Proxmox VE ISO file.
Once you Start you have to click No on the dialog asking to download a different version of GRUB. In the next dialog select the DD mode.
Hi t.lamprecht and ermanishchawla, tank you both for yours answers. I coulded solve the problem creating the media installation in DD mode on Rufus.
Again, tanks you both for taking care of my question.