Hi, I've worked with SunRay sometime ago,
Sunray is more less virtual technology agnostic (it has vdi like software, but its almost a joke). You only need the sun ray connector for windows, which is a simple rdp client for Unix, and you'll can connect to any windows machine, physical or virtual. You'll need a net connection between windows and sun ray server, of course.
Other world is a non-windows machine. In that case you'll need exec some type of remote desktop client like NX (previously installed in guest), for example, but Solaris's NX client binary its only available for sparc (you can compile it, i think).
For pure Proxmox console (vnc), you only need to launch a Solaris vnc client to pve vnc server (all about im talking is in SunRay Kiosk mode) and code some simple script in proxmox inetd, for example, in order to open vm's vnc server by demand. Both (SunRay Server and Proxmox Server) need some extra scripting work. Sadly vnc is far away to be a good choice for desktop environment.
For now there isnt a perfect method, but i think (and hope) Spice protocol from KVM is the future, so Proxmox is on the track. And Spice will work in SunRay, no doubt.
PD: There is a RHEL/Centos SSRR package, but i havent tried it yet.
Regars,
Jesús Feliz.