I want to install Gramine on my SGX server, Is it needed to instal both SDK and PSW on my server ? or just installing SGX SDK is enough?
If you install gramine through your package manager, you only need to have the SGX driver and SGX PSW installed (see here). A SGX driver is already included in newer incarnations of the Linux kernel (assuming your server is running Linux), so you most like only need to manually install the PSW. Instructions for that can be found here.
The SGX SDK is only needed for building gramine from source. If you want to do that, then you also need to install the SGX SDK.