I have managed to successfully install Armbian onto the DELL Wyse3040
As mentioned above, the way to do this is to use a PE environment that works on these devices.
I used an old version of Hiren's BootCD and booted from it.
Then I used a NTFS formatted flash drive with the unzipped image and used Roadkill's Disk Image to write it to the eMMC
And it works, beautifully