An installation guide from CentOS says simply,
"Select the connection type, the desktop system you want to use,"
The NoMachine client install page simply says,
"Unix – run either a X11 desktop as KDE, GNOME, CDE and XDM or a single application by choosing the Custom option."
As if you could select the DE like choosing a medium or large shirt. Clearly one system must have a DE installed, and I assume its the server (I think I've read as much on another resource). Its strange to me both of these sites fail to make this point.
The reason I ask is because I can't get a connection between a new install of ArchLinux using xWindows and EvilWM, and a new install of CentOS6 using KDE. I've not installed any of the supported X11 desktops on the client, nor do I wish to (my laptop is so fast loading right now, you'd think it was a light switch).