In theory, provided your host O/S is Windows 10 (or 11) and the storage presented to the VM is a (single) file within the host O/S' file system, you should be ok.
I say 'in theory' because I haven't actually tried this. I will endeavor to do so when I get a chance...
with VirtualBox, Linux, any distribution, works very well.
NB. a request, unrelated to the title (!), which cord to use to operate the Thunderbolt port of a NUC?
Perhaps I don't understand the question. Thunderbolt utilizes a standard USB-C connector and will support all USB-C functionality in addition to the Thunderbolt 3/4 functionality.