Route is a tool for viewing and manipulating the kernel's IP routing table
With route you can configure your network routing to other hosts and gateways. You may have a bunch of virtual machines with a certain routing scheme, or physical computers with many NICs (Network Interface Card, or just network adapter). If you have a OpenBSD shell access you can try to show the current routing parameters of the machine.

Some example usages:
route -n show // Show routing table without resolving DNS names
route show // Show routing table and solve DNS names

To add a route to the network use:
route add -inet
where the latter address is the gateway

To change the default gateway:
edit the file /etc/mygate directly

Please consider the route manual page for more information.