You've posted this in the Horizon forum, so I have to ask if you meant to do that and your question is about booting new clones off PXE?
If Horizon/Cloning has nothing to do with your question - Yes, you can PXE boot VMs so long as they are on the same network as your PXE server. You can go into the VM's settings and change the boot splash screen to last longer or to force the VM to firstboot into PXE.