CentOS

I need to set up a VM using CENTOS but with GUI (Gnome). Which ISO file should i use?

CentOS-7-x86_64-LiveGnome-1707-exp.iso Or CentOS-7-x86_64-Everything-1611.iso

I used the CentOS-7-x86_64-LiveGnome-1707-exp.iso. After each restart/reboot all the configuration(IP, new file system, etc...) gets dissapeared.

You should use CentOS-7-x86_64-Everything-1611.iso.

The "Live" iso is intended for running CentOS from the DVD without installation to hard disk. It cannot be used to install CentOS.

Thanks. Will try it.

Neither of those. The LIVE media is intended for a trial. The Everything DVD is for sysadmins wanting to set up a local mirror. You want the ordinary 4GB DVD image, not either of those you listed.