If I install the ISO from: https://cloudflare.cdn.openbsd.org/pub/OpenBSD/snapshots/amd64/
Then how can I install packages? Or there is no pkg_add method in snapshots?
What do I need to do for example, if I want to install a firefox? compile it? how?
Install packages with pkg_add as usual, but use -D snapshot (or just -D snap) to make it look in the correct place on your selected mirror (the mirror listed in /etc/installurl).
So, to install Firefox, as root do:
pkg_add -D snapshot firefox
See also pkg_add(1) and installurl(5).
Note that you will need to keep your base system up to date to use the snapshot ports as they are rebuilt every once in a while, and the ports and base system should ideally be kept in sync. The sysupgrade(8) utility makes this easy.
https://cloudflare.cdn.openbsd.org/pub/OpenBSD in the installurl file. OpenBSD figures out if you need snapshots or not (except for close to a release, like we are now, when you will need to specify: pkg_add -D snap firefox). The reason for that, is the snapshots just before a release think they are the release, so they will look for "6.3" (for example) instead of "snapshots" when looking for packages. See man pkg_add for more details.
From https://www.openbsd.org/faq/faq10.html#Patches:
Upgrade your system to -current and use binary packages
Binary packages for -current snapshots are rebuilt on a regular basis, and these new packages will include any security fixes that were committed. Simply call pkg_add(1) with the -u flag after picking a mirror to get the new files.
Make sure to keep the base system updated as well.