Start with the OpenBSD FAQ. It is the primary "howto" for the user community, and more importantly, the only supported "howto".
In general, avoid Linux documentation; there are similarities but these are two very different OSes. Linux is not OpenBSD. OpenBSD is not Linux. For that matter, OpenBSD is neither FreeBSD nor NetBSD.
Most importantly, be extremely careful of any 3rd party OpenBSD documentation or guides, they are often out-of-date, incomplete, written by newbies, and with unclear scope and configuration limitations.
Bandwidth management (traffic shaping) is handled by OpenBSD's Packet Filter, PF. Start with the PF Users Guide, which is included with the OpenBSD FAQ. The specific chapter is called "Packet Queueing and Prioritization."
OpenBSD is secure by default. The default install has some open TCP and UDP ports, but these are for standard services that have been audited for security implications. Some examples of these: identd, daytime, date. OpenBSD users do not configure the OS to be hidden; such is anathema. The developers believe "security by obscurity is not security at all."
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