Windows server provides Hyper-V environment to create virtual machines. There are some settings we need to aware while using Hyper-V first time. The Hyper-V feature is not enabled by default, if you try to get connect to Hyper-V Manager to managed local Hyper-V, you will get following error.
You need to switch on the Hyper-V feature using Windows Features On Off screen. Make sure the BIOS level Enable Hyper-v feature is enable otherwise you cannot enable Hyper-V platform feature
If you need to install operating system from network boot, that is the default for most of the corporate IT world, you need to configured the virtual network for the VM.
You can select the External, If you want to know details of other options check this link. This is Virtual machine setting needs to be done Hyper-V level.
Also make sure when you boot from network you have, Integration Services Desk installed in the VM.
Thanks to Rafael who helped me keep going in Hyper-V.