Am I to assume that you are using *nix OS?
Of course you can setup and run ocl from a console. You cannot run the
kernel debugger, CodeXL, though, without a graphic environment.
To install the catalyst package without X, please see the section "Server GPU (Headless) and No-X Server Support with the AMD Catalyst™ Graphics Driver" in Installer Notes [http://www2.ati.com/relnotes/amd-catalyst-graphics-driver-installer-notes-for-linux-operating-systems.pdfDesktop].
Some others useful links: