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1,==>Currently our DHCP is to ask client machine to check PXE boot from MDT server, is there any way that when client machine boots from network, it can select either MDT or SCCM, one or another?
Generally speaking, the PXE client will randomly pick up MDT or MECM (the client will select the first server that replies to its DHCP request about boot file). So it's not recommended that you place one seperate MDT environment and one MECM environment on the same subnet (everything is unsure in such situation).
2,==>Or we have to replace the server address then only SCCM can be used?
Are you using DHCP options to specify the boot server? It may work, but Microsoft don't recommend to do that.
3,If you would like to use MDT and MECM simultaneously, I would suggest to integrate MDT with MECM. This lets you use pretty much every MDT feature inside MECM. Some guides for your reference:
Integrating Microsoft Deployment Toolkit with Configuration Manager
Prepare for Zero Touch Installation of Windows 10 with Configuration Manager
4,Some helpful article to better understand PXE boot for your reference:
You want to PXE Boot? Don't use DHCP Options.
How to boot from a PXE server that's on a different network
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