How can I PXE boot MacOSX 10.11 in virtual box
When booting the VM, immediately press F12 to enter the VirtualBox boot menu (i.e. not the boot manager in your screenshot). Remember to click with the mouse inside the VM window to ensure that it has focus before pressing F12. You must be quick when doing this as you only have a short window of time for pressing F12.

From the boot menu you can press "L" to boot from LAN.