Despite the "firewall OS" tag, OpenBSD is a general-purpose operating system. To that end we have a ports system (initially from FreeBSD, since totally rewritten for OpenBSD), and the main result for each port is an installable package.
In total there are roughly 8700 ports, with 8534 prebuilt packages on amd64, 8468 on i386, 8057 on powerpc, 7969 on sparc64. See the various mirrors for others, generally there are fewer pre-built packages on slower platforms
You can build your ports locally if you like, but do you need to? Do you need non-default options?
Some odd ports like Opera have (had?) license restrictions, so needed to be built locally.