In all cases I've seen, it's gotta be enabled in the BIOS, if it is available at all. Last several years it seems like everything supports it that I've run into though a few BIOSs don't let me turn it OFF if I wanted to.
Just be aware that some BIOS options are kind of obscure as to enabling WoL, and some power saving features in the BIOS may turn it off completely even if the right boxes are checked.
As an example to the former, to enable WoL I have to set in the BIOS to "Allow PEX devices to wake up the computer" (essentially allow PCI-Express devices to wake up the computer), and then I had to enable it in the Intel driver control panel applet.
You may have to enable the network boot ROM code to get WoL, but leave the boot order with the hard drive earlier than the network and then it will just boot normally.