1. If you had done a network installation, rather than an installation from disk, then /etc/installurl would have been created for you.
2. The OS comes with 4 built-in editors: vi(1), mg(1), sed(1), and ed(1). Learning vi or mg would probably be helpful.
3. You can manually create an /etc/installurl file, without an editor, by using echo(1) and redirecting the output to the file.
Code:
# echo http://your.nearest.mirror.site/pub/OpenBSD > /etc/installurl
4. You can also create a $PKG_PATH environment variable for use with pkg_add(1). However, this is not used with syspatch(8), which only uses /etc/installurl.