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The go to OS for thin clients?
(alien.top)
Why not just use ThinOS? IIRC it supports the NX protocol that NoMachine uses. If not, then you have Wyse's respin of Ubuntu called ThinLinux, which you should be able to install.
You can download the OS image and flash utility from Dell's website.
I don't see any packages for NX protocol, I am testing this right now and not having much luck
Wyse 3040 is x86 old Intel cherry trail Atom..
We have a bunch of these at the hackerspace. They run vanilla debian and connect to a terminal server using xdmcp. Works like a charm.