Closest you're gonna get I believe is a thin client, a cutdown OS that invisibly hosts your application
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We welcome posts that include suggestions for good self-hosted alternatives to popular online services, how they are better, or how they give back control of your data. Also include hints and tips for less technical readers.
Useful Lists
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A containerized app does not need a VM because it shares the kernel with the host OS. You an run Linux apps in a container on Proxmox because Proxmox has a Linux kernal. But if you want to run Windows apps, you need a Windows kernel.
There is a thing called Windows Container, but it can only run on a Windows host.
https://learn.microsoft.com/en-us/virtualization/windowscontainers/about/
Well, there's WINE, but it's relatively hit or miss, whether specific applications will work in it.
Containers can't work conceptually, because they use the kernel of your host system and a Windows application expects a Windows kernel (or at least an interface like WINE, which answers its calls).
Theoretically, there's also the option of a VM with ReactOS, but my impressions has been that it works less often than WINE.
If the app runs correctly in Wine you might be able to rig something together with that.