Many keymaps can be set during the installation:
http://www.openbsd.org/faq/faq4.html#InstQuestions
4.5.2 - The Install Questions
Now we start getting the questions that will define how the system is
set up. You will note that in most cases, all the questions are asked up
front, then the installation takes place. If you have a slow computer or
a slow Internet connection, you will be able to answer these questions,
walk away, come back later and only have to reboot the system to
complete the install.
At any prompt except password prompts you can escape to a shell by
typing '!'. Default answers are shown in []'s and are selected by
pressing RETURN. You can exit this program at any time by pressing
Control-C, but this can leave your system in an inconsistent state.
Choose your keyboard layout ('?' or 'L' for list) [default] Enter
= = =
If you enter 'fr' here you would end up with French on the console and
in X.