Add package from ftp or http mirror

Always use closest OpenBSD mirror site such as follows:
ftp://ftp.openbsd.org/pub/OpenBSD/4.0/packages/i386/
https://mirror.esc7.net/pub/OpenBSD/6.2/packages/amd64/
Please note that version number set to 6.0 and machine architecture is configured to amd64. You can find complete OpenBSD mirror list here.

How to configure PKG_PATH

First, you need to setup PKG_PATH variable so that you don’t have to type complete mirror path each and every time. You need to add PKG_PATH to your shell startup file such as ~/.bashrc or ~/.bash_profile. PKG_PATH variable MUST end in a slash:
$ export PKG_PATH=ftp://ftp.openbsd.org/pub/OpenBSD/4.0/packages/amd64/
OR
# export PKG_PATH=ftp://ftp.openbsd.org/pub/OpenBSD/4.0/packages/$(machine -a)/

A note about /etc/installurl file

The /etc/installurl file contains a single line specifying an OpenBSD mirror server URL, such as:
https://ftp.openbsd.org/pub/OpenBSD
Edit/create a config file called /etc/installurl. This is a recommended way of configuring on latest OpenBSD version:
# vi /etc/installurl
Append/edit as follows:
https://mirror.esc7.net/pub/OpenBSD/
Save and close the file in vim/vi. Where,

How to install links package

Type the following command:
$ sudo pkg_add -v links
One can use doas which is default on OpenBSD:
$ doas pkg_add links
Another option is to become root using ‘doas’ or ‘su’ and type:
# pkg_add -v -i links
Where,

• -v : Verbose mode (display more information)
• -i : Interactive installation. It may ask you question such as which version you would like to install and so on.

You can skip the -v and -i option. For example, install bash package, enter:
# pkg_add bash
Sample output:

Here is another example with the -i option:
# pkg_add lighttpd
Sample outputs:

quirks-2.241 signed on 2016-07-26T16:56:10Z
Ambiguous: choose package for lighttpd
a       0: 
        1: lighttpd-1.4.38p1
        2: lighttpd-1.4.38p1-ldap
        3: lighttpd-1.4.38p1-ldap-mysql
        4: lighttpd-1.4.38p1-mysql
Your choice:   <strong>1</strong>
lighttpd-1.4.38p1:pcre-8.38p0: ok
lighttpd-1.4.38p1:spawn-fcgi-1.6.3p0: ok
lighttpd-1.4.38p1:lua-5.1.5p6: ok
lighttpd-1.4.38p1: ok
The following new rcscripts were installed: /etc/rc.d/lighttpd
See rcctl(8) for details.

Note that pkg_add prompted for version of lighttpd, you wish to install.

How to display or list of OpenBSD installed packages

Use pkg_info command:
$ pkg_info
Sample outputs:

How to update existing package

Let us upgrade or update links package. Type the following pkg_add command:
# pkg_add -u links

How to update all packages on OpenBSD

pkg_add will update all installed packages if no package name is provided:
# pkg_add -u

Related: How to apply patches on OpenBSD system/kernel and packages easily

How to search for packages

Type the following commands (see how to install ports tree on OpenBSD) to search for php-gd-7 package:
$ cd /usr/ports
$ make search key=php-gd-7
Sample outputs:

Port:   php-gd-7.0.23
Path:   lang/php/7.0,-gd
Info:   image manipulation extensions for php5
Maint:  Robert Nagy <robert@openbsd.org>
Index:  lang www
L-deps: graphics/jpeg graphics/png
B-deps: archivers/bzip2 devel/autoconf/2.69 devel/bison devel/metaauto www/apache-httpd
R-deps: php-7.0.23:lang/php/7.0
Archs:  any

Another example:
$ make search key=php-mysqli-7

How to remove/delete a package on OpenBSD

You can remove or delete a package, enter:
# pkg_delete pkgNameHere
# pkg_delete bash
Sample outputs:

bash-4.4.12p0: ok
Read shared items: ok

How to set active or passive mode for ftp mirrors

If you are behind firewall you may need to set active or passive mode with FTPMODE variable (default is passive).
$ export FTPMODE=active

References:

See man pages for more info:

• man 1 pkg_add
• $ man 1 pkg_info
• # man 1 pkg_delete
• % man 5 installurl