The Proxmox VE datasource and the Checkmk Agent are two independent things.
The agent collects system informations about the host, like CPU utilization, memory consumption, network perfomance, filesystem usage, and the like.
The datasource queries information from the Proxmox VE application, like informations about VMs and containers, and their performance and health.
If possible, both should be used together. But each one works without the other.