VM or container? VM is easier and can be usually configured even via Proxmox GUI (Hardware - Add PCI). Various OSes need various levels of effort. Some Linux distros don't need any more config, Windows on the other hand required a custom GPU ROM on my system to work.
This can be done even with a single GPU, even the built in iGPU.
It's great but too big and sprawling for me. I got drowned in side AND main quests in the second act and couldn't get back into it. Probably a me problem but still.