Does AWS Config proactive compliance work with Terraform ?

No, at present it appears that Terraform does not support proactive Config Rules. The aws_config_config_rule resource documentation does not include an evaluation_modes block, which is required for enabling proactive rule evaluation (as mentioned in the PutConfigRule API documentation).

Also, it seems that this product was designed with CloudFormation in mind. In the StartResourceEvaluation API, the only valid value for the ResourceConfigurationSchemaType is CFN_RESOURCE_SCHEMA. Perhaps they'll add more types over time, but for now it looks like only CloudFormation is supported.