I host a virtual machine with Hetzner and it runs OpenBSD: the image was right there in the "ISO Images" tab. It seems that setting up a physical server with OpenBSD is much more complicated, though.
It's not particularly complicated. You boot into the rescue system and from there "dd" the OpenBSD install kernel to the host's boot disk. Reboot and attach to the host's serial console, then follow the installation script as usual.
