Yes you can proof with the negatives in the sleeves, it's my routine method. The images in the print will be very slightly soft because of the plastic between the neg and paper, and the plastic adds a bit of density to the neg, maybe 1/4 stop.
On a practical basis, you generally won't notice the softness, and the density is easy to compensate for with a bit more exposure. For times when you need to look at the negative critically to judge focus, use a loupe and look at the negative directly.
It's worthwhile (IME) to proof in the sleeves as it protects the negatives from handling damage.
A piece of thick glass and a flat surface will be fine to hold it all down for exposing.