Proportional systems tend to have a lot of parties, so independent candidates, that don't agree with any of them, tend to be less common. They still exist though.
In Belgium, there are no specific rules about political parties during elections. Ballots contain lists, and while most lists are submitted by a political party, this is not required.
Sometimes an independent candidate goes on a party's list but proclaims they will remain independent. Sometimes an indepedent candidate will form their own list.
It is not required for a list to have enough candidates to fill all the seats they might get. So in theory an independent candidate could form a list with only that one candidate. If they get more votes than required, those votes are simply lost, equivalent to if those extra voters had voted blank (or not voted at all).
Of course, even independent candidates will have people working with them, so it's more common for those people to go on the list below the candidate, instead of just leaving the rest of the list blank. In that case, if the indepedent candidate gets a lot of votes and those other people get elected as well, they will typically formalise their cooperation in the form of a new political party.