"pkg_add" will work over "SSH" now - from Marc Espie

There are mainly 3 ways to instal 3rd party applicatons in OpenBSD.

1) Packages - They are pre-compiled binaries that can be installed using the pkg_add(1) command.
2) Ports
3) Compile from source tarball released by the 3rd party.

To packages stored on a remote system can be installed at home using pkg_add(1) in conjunction with http or ftp or scp.
Marc Espie says "plain SCP" won't correctly and has made pkg_add(1) now to work with SSH.

Marc Espie talks on OpenBSD "ports" internals