[PapaParrot]

For 'doas', there is

man doas

This is a example of mine, I set it up for only specific commands.

permit nopass garry as root cmd dhclient
permit nopass garry as root cmd shutdown
permit nopass garry as root cmd mount
permit nopass garry as root cmd /etc/rc.d/nginx 
permit nopass garry as root cmd /etc/rc.d/mysqld
permit nopass garry as root cmd /etc/rc.d/php56_fpm

Another example:

permit persist setenv { PKG_PATH PKG_CACHE ENV PS1 SSH_AUTH_SOCK } :wheel

And there is a 'sudo' package available for OpenBsd, you just need to install it,
(on a side note: If you look at some history, you will see the sudo command actually was
first developed by openbsd developer)

Enter your command: doas pkg_add sudo     
quirks-2.304 signed on 2017-04-02T15:01:33Z
Ambiguous: choose package for sudo
a       0: <None>
        1: sudo-1.8.19.2
        2: sudo-1.8.19.2-gettext
        3: sudo-1.8.19.2-gettext-ldap
Your choice: ^CFatal error: Caught SIGINT

I hit ^C because I did not really want to install it.
History lesson 1 :
https://en.wikipedia.org/wiki/Sudo

History

Robert Coggeshall and Cliff Spencer wrote the original subsystem around 1980 at the Department of Computer Science at SUNY/Buffalo.[9] As of 2018 the current version is under active development, maintained by OpenBSD developer Todd C. Miller and distributed under a ISC-style license.[9]

I don't know about sudo much I do not use it, but with "doas", yes a command can be run in 1 line without needing to enter a password.
====== edit=====additional ====
After installing OpenBsd, what next ?
There is a thread on this right here on this forum:
http://daemonforums.org/showthread.php?t=8577
There also are a lot of other results,....

I did look at afterboot in the manual, but that section is extremely short so I was wondering if anyone could perhaps give me some pointers or know a link where someone might have covered the setup process more in-depth?

There really is not much to do after the initial install, it has all the essential utilities, commands, etc to do what ever you want. So you setup your system like you want, my setup might not be what you like, or need, every one has different needs, and tastes.
One thing that would be helpfull to you, not really "setup", but forget about "This is what I did on Linux, " OpenBsd is a whole different system, all though there are many of the same commands that are used on Unix like systems, including linux, it ends there.
I would suggest first , look at the Package Management FAQ
There is a list of what is available here: http://ftp.openbsd.org/pub/OpenBSD/6.3/packages/amd64/
Most of what I call "setup" is preferences, not essential, one example, I prefer the OpenBox windows manager, so I install that, I do not like "vi" at all, so I install a editor that I prefer, etc,
(actually on the editor, I have a couple) One works better for some things, but the other is better for other things,...
On the wifi, it is a non issue, my computer does not have a wifi card. So, in a nut shell , there is no specific "setup" that needs to be done, there is a infinite range of setups that can be done, all depending on you preferences.
====edited again===

like changing hostname

 man hostname

https://man.openbsd.org/hostname.if.5