To create a bootable floppy, type
    cat /usr/share/gpxe/gpxe.dsk > /dev/fd0
where /dev/fd0 is your floppy drive.  This will erase any
data already on the disk.

To create a bootable USB key, type
    cat /usr/share/gpxe/gpxe.usb > /dev/sdX
where /dev/sdX is your USB key, and is *not* a real hard
disk on your system.  This will erase any data already on
the USB key.

To create a bootable CD-ROM, burn the ISO image
/usr/share/gpxe/gpxe.iso to a blank CD-ROM.

http://www.etherboot.org/wiki/pxechaining describes how to chain boot
from PXE into gPXE using /usr/share/gpxe/undionly.kpxe.