Proxmox uses postfix as its MTA. To configure this to send email via smarthost run
dpkg-reconfigure postfix
For general type we want Satellite
SMTP server - usual
Mailbox size - could use the suggested 51200000 here - should be more than big enough seeing as nothing should be ending up in the system mailbox anyway.
Once this is done, edit /etc/aliases. It should look like:
postmaster: root nobody: root hostmaster: root webmaster: root www: root
Add a line at the end:
root: Your.Email@example.com
Regenerate the database with newaliases (or possibly postalias filename on other distributions)
Test with something like
echo "test" | mail -s "test mail sent to root" root