Thanks for your reply.
Don't seem to be able to create a Proxmox VM locally.
https://imgur.com/a/NTSPr12
Steps:
1. Select the location... Microsoft Hyper-V Server, Next.
2. Enter localhost (use Windows authentication), Next.
3. Select a virtual machine or image file to convert (the VHDX VM), Next.
4. The only options presented on next step are Local file and Microsoft Hyper-V Server
If I select Local file, destination image is VHD/VHDX, which is not what I want, of course.