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 8800+ ports, with almost all prebuilt as packages on amd64, incrementally fewer for i386, for powerpc, 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.