How did you install it the operating system? When you install, OpenBSD by default has FVWM and CWM, and Xenodm.
If you create and edit an .xsession file you can choose which one you you run when you login:
If you want a different desktop environment or window manager just install from the command line:
replace foobar with xfce, or fluxbox, or whatever...
then edit the .xsession file to start the DE/WM of your choice.
Here are some links I found helpful in the past. Some are a little older, but they do have parts that are relevant to 6.8: