There are two main solutions you can use.

The first one is the quickest and it is to go into storage and create a directory. Set the mount point to a directory of your choice and then choose ISO storage and template storage. I would keep disk storage disabled as directory storage is not good for large data

The second option is to create a NFS share and then mount it in proxmox. This has the benefit of syncing templates across hosts but it does take more setup.