Yes, you can use other systems. PXE booting only requires a DHCP server and a TFTP server -- they need not be the same architecture; they do not have to be the same OS.
The DHCP server provides the name of the file to transfer and boot via TFTP, and if needed it provides the address of the TFTP server.
An explanation (using the OpenBSD versions of
dhcpd(8) and
tftpd(8) for configuration examples) can be found in
pxeboot(8). You'll need to copy the pxeboot bootloader (/usr/mdec/pxeboot) and the RAMDISK kernel bsd.rd to your TFTP server.
Once you've used pxeboot, and are comfortable with it, you may find yourself wanting to run OpenBSD partially or entirely from your network. See
diskless(8) if you're interested.