This is a limitation for Windows OS.
From Installation Guide: Installing Windows Clients:
Limitations
Due to the security restrictions imposed by the Windows operating system, Installation Server can be used to remotely install clients only in the same domain.
So both IS and client have to be in the same domain.
What you should do is to install the client locally and Import it.
If you have many clients in the external domain you may want to install IS role on one of the clients and to import it as second Win IS and to add the rest of the clients using this IS.
Regards