I managed to connect to my host which is running PROXMOX. However I can only do that from another computer on the local network. E.G. I can access the host from my other computer but I can't access PROXMOX on the host itself. Any idea why?Probably you have set up the VMWare network in the wrong mode. Sounds like you want bridged mode but be aware that if your network is WiFi you may not be able to do that. Many WiFi don't support promiscuous mode, which is needed for bridge.
Bridged.How is the network set up on VMWare? There are several different modes, bridged vs NAT for example. How is the Proxmox guest obtaining an IP address? Is there a firewall on the host? If this is hosted on Windows there almost certainly is.
Your Proxmox is a VMWare guest so all of the usual rules apply. There is nothing special about Proxmox in this regard. Generally you will want to use bridged network on the VMWare side and give the guest a static IP that is on the correct network. You may need to open some holes in the firewall. This is the same for any VMWare guest you want to access from your LAN.
Supposedly one of them can if my local computer can go to the HOST's VM?You are bridging to a WiFi adapter. Are you sure that adapter supports bridging? Many of them do not.