When doing Internet-wide searches on OpenBSD tools which have been ported to other Unix-like operating systems
(like Linux...), recognize that OpenBSD's file system is laid out differently
(see the hier(7) manpage...). Following Linux-oriented documentation may be pointing you into the weeds when the target is actually OpenBSD.
Having said that, The Pragmatic Programmers subsidiary of O'Reilly has published a book on
tmux(1), & the associated YouTube video
(found at the link below...) might aid in your quest to master the utility:
http://pragprog.com/book/bhtmux/tmux