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Whether you are using FreeBSD or OpenBSD, djbdns is not included with the operating system. In FreeBSD, it is available as a port. Under OpenBSD, you must build from source following Bernstein’s installation instructions. Documentation is not included by default with djbdns. It is available as a separate download online. You should probably download the documentation and familiarize yourself with it before installing.
There is a little planning to do before installing djbdns. You will need more than just the djbdns software itself in order to run any of the djbdns programs. Two utility packages are required that provide functionality other than DNS service. Despite the fact that it is probably possible to run djbdns service in some other way, it is better to obey the convention and use these assistant programs.