Your first stop ofcourse is to read the FAQ's on the OpenBSD website.

http://openbsd.org/

Then read the man pages installed on your system, or you can read them online at the website above.

Not sure exactly how to run X on OpenBSD, since I never seen a reason to install X on this OS, As it is best used for Firewalls, routers. Should not be more difficult than on most systems running X.

Apache has been chroot, which increases its security. You will probably need to install mod_dav-1.0.x.tgz to give Apache WebDAV support. Most likely will need to install the SSL support for apache also.

Sendmail should be able to handle your SMTP, just create your sendmail.cf file. You will likely need to decide on a package for POP support.