Docker is a virtualization software that deploys docker containers. Due to easy handlin and reproducable environments it is a useful tool.
To use Nvidia GPUs with docker you need to install the nvidia-cuda-toolkit. There is a guide on marmelab that focusses on that topic.
Proxmox Virtual Envoronment is a virtualization software for servers. It's made for VM and container deployment.
To use GPUs or other PCI devices you need to work with PCI passthrough. For documentation you can look in the Proxmox wiki. There is also an article on reddit, that focusses especially on windows 10 VMs with GPU passthrough.