It is not related to proportional representation. Most states for every election use first-past-the-post (FPTP).
The Senate has no rules for how Senators are elected, except that it is done by popular vote. They were originally appointed by state legislatures. Senators, unlike Representatives, can be appointed when a vacancy arises (rules depend on state). But an election must be held eventually. In fact, that's why there are two (independent!) Senate elections in Georgia this year, because Senator Johnny Isakson resigned in 2019, and appointee Kelly Loeffler must now earn her seat.
In the specific case of Georgia, there will be two run-offs because no candidate reached a majority in either general election. A similar system is Louisiana (and according to that page, Mississippi and Texas special elections). In these elections, the run-off is held if and only if there is no majority in the first round, after the general election.
Finally, Washington and California use a "jungle primary" where the top two candidates of any party advance to the general. This system is different in that even if a candidate gets a majority in the primary, they still face off against #2 in the general. Additionally, these primaries occur before the general, around late summer.
Here is a nice map, from Wikipedia. FPTP in red, with the states discussed above highlighted. Maine (pink) uses instant-run off voting (IRV), but Susan Collins got a majority in 2020.