All you have to do is to download pkgsrc archive, unpack in /usr then go to i.e.
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cd /usr/pkgsrc/audio/****
and type there
.
Please read:
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http://www.netbsd.org/docs/pkgsrc/
The file you have to download is:
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ftp://ftp.netbsd.org/pub/pkgsrc/pkgsrc-2010Q2/pkgsrc.tar.gz
If you install comp.tgz (from base system) you will have set of compilators (so C, C++ etc).
When compiling program from pkgsrc you don't have to download any sources, creating Makefiles etc etc. Pkgsrc will download sources for you and the set of Makefiles, patches etc is already provided by pkgsrc.
I hope that helps and clarifies.
Piotr.