Hyper-V does support Linux operating System in Virtual Machines but the network configuration might be a bit tricky.
Installation of CentOS is done just like any other Install, pop in your ISO or CD and install. Once your install is done, follow these steps to install the integration services.
Down the integration services from Here. Linux Integration Services Version 3.4 for Hyper-V
1. Mount the ISO on your Linux Install (here am using Centos 6.4), follow these steps
mount /dev/cdrom /mnt/cdrom
cp –R /mnt/cdrom/* /centosic
chmod a+x install.sh
2. Configure Network Adapter
Edit the following file with your favourite editor.
HOSTNAME=server.vcaleechurn.me (change to your hostname)
GATEWAY=10.10.10.1 (change to your gateway)
3. Edit the following file
HWADDR=02:00:00:8D:11:C7 (edit with MAC address of your NIC)
BOOTPROTO=dhcp (or static, if static add next two line, if dhcp stop here)
4. Configure DNS
search vcaleechurn.me (edit with your domain)
nameserver 10.10.10.2 (dns of your domain or 126.96.36.199)
5. Reboot your server or network services.
service network restart
That’s it, your server should now have network connectivity.