EDIT: I see 6.2 in your sig, are you following snapshots? Then read my upgrading section.
For release and stable:
Understand that OpenBSD does not do rolling releases like Linux distros. The focus is on a stable release plus security patches. Also OpenBSD does not package the abse OS in the same way as 3rd part ports applications. Unlike Linux where everything is available as package.
So you have two processes to learn. Security updates to your running system, and updating to a new release. And within that, you have the base system and ports which are maintained separately.
To start off simply, apply security updates to the base system with syspatch.
'man syspatch' and
https://www.openbsd.org/faq/faq10.html#Patches
OpenBSD does not have the resources to package security updates to ports. You can either build them yourself or use a 3rd party such as m:tier.
https://stable.mtier.org/
Upgrading to a new releaes is a similar process as the installation. The easist way to download the new release's bsd.rd file to /, reboot and at the boot> prompt, type 'b bsd.rd' to boot the new installer and choose [U]pgrade. Then 'sysmerge' if needed and 'pkg_add -u'.
The 6.2 release is right around the corner so we can get into those details if you need them then.
Meanwhile, read the man pages for pkg_add, pkg_delete, pkg_info.