Before continuing below, please note that I have zero execerience with Proxmox and did everything googling and so on, therefore I do not pretend anything – this is more or less my own notes made public.
One of the first thing I did after the installation was to put some iso’s in:
Where they belong. The console refreshes automatically and you can use them right away. To transfer them I used the same stick (have to be mounted first) which failed during the installation.