Is there any software to convert physical machine with centOS operationg system to VHD image?
Sure. Boot WinPE from a CD and run disk2vhd.
I'm also told that there are VHD conversion tools from the Xen camp. And those may be easier to deploy across CentOS.
I guess your goal is a P2V conversion? I had good results with Citrix XenConvert. But I did not target Hyper-V.