iPXE not working as expected.

[NiKiZe]

First of just to be clear there is no "iPXE server" PXE is based on a series of protocols, DHCP and TFTP being the most prominent but PXE itself is not a protocol or a server.

You said that you get "it complains there is no such file (undionly.kpxe)." please provide full error message, print screen if possible.

This sounds like your tftp cant find the file, so check that it exists for your tftp server, check your tftp server logs, and if all else fails use tcpdump to figure out what actually is going on.