You're mistaken about something. "Xenocara" is just the OpenBSD name
for the newest version of X.org. The 4.2 X sets include cwm. You're
probably thinking about the 4.1 X sets and earlier - they didn't
include cwm because they used an older version of X.
Again, "Xenocara" IS X. cwm requires X. Install the X sets and you can use it.