Follow the tutorial found in PXE Boot Server to begin.

To allow Memtest to boot from the PXEBoot menu, follow the following steps.

• Download memtest from http://www.memtest.org/#downiso . Make sure you download the Pre-Built Binary zip/gz file. This has the image we require.
• Open a terminal and change directory to /tftpboot (or whichever directory you specified in the PXE Boot Server tutorial.
• Make a new directory called 'memtest'
• cd into this directory.
• The zip you downloaded will contain one file, a .bin file. Copy this bin file into the /tftpboot/memtest directory and rename it to 'memtest'. You MUST REMOVE the .bin extension or it WILL NOT BOOT!
• Edit /tftpboot/pxelinux.cfg/default and add the following lines before 'MENU end'

 LABEL Memtest
      MENU LABEL Memtest
      kernel memtest/memtest

Save the file, and start your testing method of choice. You should see an additional option entitled 'Memtest'. Select this and you should be booting into memtest. Congratulations!