Yes, you’re missing a zigbee controller.
It needs to get connected to, say, zigbee2mqtt. It’s not an all-in-one device.
You can probably install zigbee2mqtt f.e. as Docker image, or on linux on the same machine running proxmox. Follow the link to find out
@ Homey: use the zigbee2mqtt app by Robin to add the zigbee devices to Homey SHS.
No need for additional MQTT apps.