pvcreate /dev/sdb1 -ff
vgcreate Backup /dev/sdb1
lvcreate -l 100%FREE Backup -n backup
mkfs.ext4 /dev/mapper/Backup-backup
mkdir /var/lib/vzalx

root@proxmox:~# cat /etc/fstab 
# <file system> <mount point> <type> <options> <dump> <pass>
/dev/pve/root        /                ext4 errors=remount-ro 0 1
/dev/Backup/backup   /var/lib/vzalx   ext4 errors=remount-ro 0 1
/dev/pve/swap        none             swap sw 0 0
proc                 /proc            proc defaults 0 0

root@proxmox:~# cat /etc/pve/storage.cfg
dir: local
	path /var/lib/vz
	content vztmpl
	maxfiles 0
	shared 0

lvmthin: local-lvm
	thinpool data
	vgname pve
	content rootdir,images

dir: alx
	path /var/lib/vzalx
	content backup,iso
	maxfiles 0
	shared 0