If you are installing OpenBSD on a laptop, and when you find (or are aware already) that your Wifi network card does not have the required firmware available, it's a very quick fix to get the required package.

First, you'll need to drop into a shell, which you can do by hitting CTRL+C from the Installer at this point (or if you're booting for the first time, hit (S) at the prompt when beginning the installer).

If you have a wired connection available, you can plug in, and proceed to the # prompt, and run:

pkg_add -i http://firmware.openbsd.org/firmware/${VERSION}/${DRIVER}-firmware-${DRIVER_VERSION}.tgz

So, in my case, the iwn-6000 firmware was unavailable, so I used the url: http://firmware.openbsd.org/firmware/6.8/iwn-firmware-5.11p1.tgz

You can, then, proceed, to configure the WiFi connection:

ifconfig iwn0 nwid ID wpakey PASSPHRASE

If, like me, you did not have a wired connection available, I downloaded the above archive, and placed it on a USB drive. Once the USB drive is in the OpenBSD machine, you can get the device name:

sysctl hw.disknames

and you'll see an output like:

hw.disknames=wd0:3af96a8b7d621ab2,cd0:,sd0: 

and you can confirm the model/ID of your USB drive before proceeding like:

disklabel sd0 

and get the partition ID containign the archive (i.e. /dev/sd0j) and then mount it:

mkdir -p /mnt/usb; mount /dev/rsd0j /mnt/usb

If you receive an error that a block device is required, replace the USB path with /dev/sd0j.

Then, enter /mnt/usb, and you can install the archive:

pkg_add -i iwn-firmware-5.11p1.tgz

and configure the connection:

ifconfig iwn0 nwid ID wpakey PASSPHRASE

Once you confirm you can reach the network, you can resume the installation by running install.