I download these packages:

$ doas pkg_add ubuntu-fonts uim uim-chewing uim-gtk \
 uim-gtk3 zh-fonts-arphicttf zh-fonts-kc zh-libchewing \
 zh-libpinyin zh-wqy-bitmapfont zh-wqy-zenhei-ttf

This includes the font packs and UIM input engine for zhuyin (chewing) and pinyin.

Inside ~/.profile, I put this line:

export LC_CTYPE=en_US.UTF-8

You will also want to run that command in your current terminal.

When you need to type Chinese in firefox, I run:

$ uim-toolbar-gtk3

When I need to type Chinese in Xterm, I type:

$ uim-fep

To toggle between Chinese and English, type ctrl+space.

For xterm, I add the following lines:

XTerm*forcePackedFont: true
XTerm*cjkWidth: false
XTerm*mkWidth: true
xterm*faceName: DejaVu Sans Mono
xterm*faceSize: 25

Change xterm*faceSize: 25 to match your desired font size. Open a new xterm window to see the new settings.