According to the official document of Proxmox:
Make sure that the USB media is not mounted and does not contain any important data.
When making a USB Proxmox installation we have to make sure USB media is not mounted on a specific step.
But why should we unmount the USB media? What is the difference?
As far as I know if the usb is mounted, dd will return an error stating that the disk/device is in use. So you'll have to unmount the usb disk first and then use dd to to create a bootable usb disk from the proxmox .iso image. Basically dd works at the block level and copies the standard input to the standard output. In your case the standard input will be your proxmox iso file and the standard output will be the usb disk. I suppose you could issue a man dd or read the dd documentation for more informations.
