doas pkg_add feh
feh --bg-scale ~/wallpapers/wallpaper.png
To set it automatically, put that line into ~/.xsession file.
To set the wallpaper for login screen, edit /etc/X11/xenodm/Xsetup_0 and append the following line:
/usr/local/bin/feh --bg-scale /home/krzysztof/wallpapers/wallpaper.png
Use absolute paths, because there is no login context on that screen.
While you're here, you can also comment the following line to get rid of the annoying console window:
# xconsole -geometry 480x130-0-0 -daemon -notify -verbose -fn fixed -exitOnFail