Before you can create a LXC container on a Proxmox virtualized environment, you need to download the template images first from an available list. You need to pre-download the images first befoe you can create new containers from them in the web ui.
From the docs here, there steps are (while ssh’d into your Proxmox server):
Update catalog of available templates:
pveam update
List the available templates:
root@pve:~# pveam available
system alpine-3.3-default_20160427_amd64.tar.xz
system alpine-3.4-default_20161206_amd64.tar.xz
system alpine-3.5-default_20170504_amd64.tar.xz
system archlinux-base_20170704-1_amd64.tar.gz
system centos-6-default_20161207_amd64.tar.xz
system centos-7-default_20170504_amd64.tar.xz
system debian-6.0-standard_6.0-7_amd64.tar.gz
system debian-7.0-standard_7.11-1_amd64.tar.gz
system debian-8.0-standard_8.7-1_amd64.tar.gz
system debian-9.0-standard_9.0-2_amd64.tar.gz
system fedora-24-default_20161207_amd64.tar.xz
system fedora-25-default_20170316_amd64.tar.xz
system gentoo-current-default_20170503_amd64.tar.xz
system opensuse-42.2-default_20170406_amd64.tar.xz
system ubuntu-12.04-standard_12.04-1_amd64.tar.gz
system ubuntu-14.04-standard_14.04-1_amd64.tar.gz
system ubuntu-16.04-standard_16.04-1_amd64.tar.gz
system ubuntu-16.10-standard_16.10-1_amd64.tar.gz
system ubuntu-17.04-standard_17.04-1_amd64.tar.gz
For each of the templates you wish to use, download using for example for Ubuntu 14.04:
pveam download local ubuntu-14.04-standard_14.04-1_amd64.tar.gz
Now from the web ui, you should be able to click the ‘Create CT’ button and pick from your available templates: