Leave /etc/rc.conf as is. It even has a prominent header saying DO NOT EDIT THIS FILE!!, twice. Instead, modify /etc/rc.conf.local. But you don't need to do even that:
Tested on OpenBSD 6.1-stable (amd64) running in a VirtualBox VM (this installs kde4-4.14.3 and enables KDM):
$ doas pkg_add kde4
$ doas rcctl enable kdm
$ doas reboot
KDM will start upon reboot. KDM will start the KDE desktop environment when you log in.
You may also start KDM through doas rcctl start kdm without rebooting.
If you already have xenodm(1) (previously known as xdm) running, stop it and disable it first, before starting KDM:
$ doas rcctl stop xenodm
$ doas rcctl disable xenodm
$ doas rcctl enable kdm
See also rcctl(8).
Regarding /etc/doas.conf (from comments):
This is my /etc/doas.conf on my OpenBSD 6.1-stable system:
permit nopass keepenv root as root
permit persist :trusted
It allows root to use doas without password and without resetting the environment (this line is taken straight out of doas.conf(5)), and it allows members of the group trusted (a special group on my system) to use doas with password.
To grant usage of doas to a single user myuser, I'd probably use something like
permit persist myuser
as a bare minimum, or
permit setenv { -ENV PS1=$DOAS_PS1 SSH_AUTH_SOCK } :wheel
as suggested by doas.conf(5) (and then add the user to the wheel group).
The persist option allows for passwordless doas invocations during five minutes after a successful doas invocation has been done. This option was added in OpenBSD 6.1.