I am new to OpenBSD and I am not sure what is the correct way to find 
packages.

For example I have tried to install the xfce window manager, and at 
first I looked at the list of files in the packages list and there were 
a lot of files with xfce in the name / description. I looked for one 
which said something like "this is the main package for xfce4" so that 
installing that and all dependencies would do the job, but couldn't find 
such a file. I resorted to looking for xfce in the INDEX and using all 
files where this was mentioned, i.e. forming a list with
 
grep "xfce" INDEX | cut -d "|" -f 1 | sed 's/$/.tgz/g' > 
/tmpdir/xfce4pkglist

then
pkg_add `cat /tmpdir/xfce4pkglist`

I realise that for such a package there would be some parts which were 
optional, so needed to be separated out, but I thought there must be a 
more reliable way to determine which files to include.

Is there a better way to do this?

Russell