XDM can manage any WM, AFAIK the main difference is that with GDM or KDM you have a select box where you can switch between the installed window managers without modifying ~/.xsession.
The "short instruction" for using XDM is to setup your ~/.xsession as you would setup a ~/.xinitrc
The FreeBSD handbook has a section on XDM:
FreeBSD handbook 5.6 The X Display Manager