OpenBSD configuration centers on having a useful /etc/rc.conf.local to indicate which services start and to supply arguments (/etc/rc.conf has defaults, and sources /etc/rc.conf.local). Network configuration is mainly via /etc/hostname.$if, and of course the various daemons and applications have their own config files. On OpenBSD, everything has a man page, and you should spend some time reading them.
Well behaved (well ported) daemons start and stop etc via /etc/rc.d/$daemon_name script (base and packages alike)
To configure daemons installed via packages, you edit /etc/rc.conf.local: for base system daemons, add a line with $daemon_name_flags="something"; for package daemons add $daemon_name to the pkg_scripts= variable, such as
ntpd_flags="-s" pkg_scripts="exim spamassassin clamd freshclam greyscanner"
And finally, /etc/rc.local exists as a last resort for traditional local stuff or if you're just lazy.