In Server 2008 and up, you have to manually set any custom DHCP scope options via the command line. I found this info on this Microsoft Technet article.
From an administrative command prompt, to add custom DHCP option 60 for PXE boot clients, type the following commands and the restart the DHCP service:
netsh
netsh> dhcp server \\ServerName
netsh> add optiondef 60 PXEClient string 0 comment="Support for PXE Clients"
netsh> set optionvalue 60 string "PXEClient"
netsh> show optionvalue all
netsh> exit