I deleted my Linux install and recently tried OpenBSD but I am not sure how to set up a GUI environment and xserver. I have a R9 290 GPU and I saw that it should be supported by the Radeon driver however I don't know how to download or configure it.
All drivers are included in the default install and should Just Work©. That said, your Radeon GPU may need firmware whose license prevents OpenBSD from including it. Running fw_update should install it if it's needed.
Other than that, you just need to configure X. Everything's included in the base system, including the window managers cwm and fvwm. If you want another, you can install it from ports. To configure X, read the very well-written FAQ entry.
Enjoy!