Proxmox VE 3.2 with 3 HDD's (OVH Server)?

Is it going to be one node Proxmox setup?

My suggestion would be just put all 3 2TB HDD in LVM so you have one big partition.

You cannot move Windows VMs from Hyper-V environment to Proxmox or even VMware if you wanted to. Hyper-V uses .VHD for disk images. Those file needs to be converted first. There may be other ways but i converted .VHD to .VMDK first then .VMDK to .RAW. The following link was useful to convert .VHD to .VMDK
http://www.mydigitallife.info/how-to-convert-and-import-vhd-to-vmdk-vmware/

It is not absolutely necessary to convert from .VMDK to .RAW/.QCOW2 once your .VHDs are converted. But .RAW and .QCOW2 will have better performance than .VMDK disk images. After the conversion, just create a new VM with previous configuration then replace default virtual disks with your converted ones.