Technically you could do it by running pfSense as a virtual machine in Windows using hyper-V or VBox etc. But pfSense is a complete operating system, it cannot run as an application on your desktop. It expects to be running on it's own dedicated hardware but running virtualised can also work.

Steve

I have now added a VLAN to the LAN port in proxmox and created a bridge from that. This I have added to pfSense with the first address of the ip subnet which will act as gateway for the /29 addresses from the guests/hosts on the network.

So far so good.