我想将所有虚拟机和磁盘添加到邻近放置组中。
您无法将Azure对象添加到Azure邻近放置组，因为它旨在对Azure计算资源（如虚拟机和虚拟机规模集）进行分组。
Proximity Placement Group主要用于对物理上位于数据中心附近的Azure compute resources进行逻辑分组。此分组旨在减少延迟并提高应用程序性能。这是关于Proximity Placement Groups的MS文档。
要一次性将多个VMs添加到Proximity Placement Groups，可以使用PowerShell。
下面是一个PowerShell脚本，用于将现有的VMs添加到Proximity Placement Groups

$resourceGroup = "venkattests-resources"
    $location = "West Europe"
    $pgname = "sampleProximitygroup"
    $zone = "1"
    $vmsize1 = "Standard_E64s_v4"
    $vmsize2 = "Standard_M416ms_v2"
    $ppgn = New-AzProximityPlacementGroup -Location $location -Name $pgname -ResourceGroupName $resourceGroup -ProximityPlacementGroupType Standard -Zone $zone -IntentVMSizeList $vmsize1, $vmsize2
    $vms = Get-AzVM -ResourceGroupName $resourceGroup
    
    foreach ($vm in $vms) {
    
        # Stop the VM before making changes
        Stop-AzVM -ResourceGroupName $resourceGroup -Name $vm.Name -Force
    
        # Update the VM with the Proximity Placement Group
         $vm.ProximityPlacementGroup = $ppgn.Id
    
        Write-Host "Adding VM: $($vm.Name) with Proximity Placement Group: $($ppgn.Name)"
    
        Update-AzVM -ResourceGroupName $resourceGroup -VM $vm
    
         Write-Host "Updated VM: $($vm.Name) with Proximity Placement Group: $($ppgn.Name)"
    
        # Start the VM again
    
        Start-AzVM -ResourceGroupName $resourceGroup -Name $vm.Name
    
    }

结果：

资源组中的所有VMs都已添加到Proximity Placement Group

参考：将现有VM添加到放置组