my pc using winxp and the program i want to run was on server(centOS).
This makes no sense to me. If you are running WinXp, why would you run Dosbox from/on a CentOS machine. Just run it on the XP machine.
If you're asking if DosBox can be run from a shared volume on a linux machine (Samba), the answer is yes. Still the question would be why. Dosbox is so small there's really no reason to not have a local copy of it.
If you're asking can you remote desktop to a machine and run Dosbox on that machine, the answer is yes, depending on your video output type (opengl won't work on Linux, directx/opengl won't work on Windows). It's a horrible way to run Dosbox though.
-Frob