If you get the Failed to create a proxy device for the USB device error when you try to connect an external USB hardware when running a virtual machine in VirtualBox ...
It is the first thing you need to fix the issue as stated above. For that, you need to run the virtual machine showing the error and go to the Devices > Install Guest ...
Make Tech Easier shows us how to get up and running with VirtualBox from a bootable USB drive. To do this, you'll need a bootable USB drive (obviously) and you'll need to be comfortable using command ...