There are many tutorials on the internet that tell you how to setup a PXE Boot server with PXELINUX. There are however other options to replace PXELINUX like GRUB2 and iPXE. In this tutorial, I'm going to teach you how to setup a PXE Boot Environment with GRUB2, and later add menu entries to boot many popular OSes.
Notice: I'm not going to repeat the part where you setup the DHCP and TFTP server. Such section in other tutorials still applies to this scenario.
think the GRUB2 image as the same as PXELINUX's pxelinux.0 file. Your DHCP server must point to it, and it must be available on your TFTP server. Instead of shoving a blob down your throat and telling you that it just works, I'm going to walk you through the process of making one yourself by using an readily available linux installation.