Keep reading. The upgrade guide has two parts: the first part that assumes the common configuration (you have console access and are using the OpenBSD boot loader), and the second part[1] in the event that you do not. If you have console access and can boot from iso, you can also use the cd64.iso image to boot into the install kernel and follow the common upgrade procedure on the console.

There is an in-between case where you have a console, but do not control the boot loader (so cannot boot bsd.rd) and cannot boot an iso. It sounds like maybe you are in this situation? In this case, you can still follow the upgrade directions as if you do not have a console[1]. Alternately, sometimes when I am in this situation I just download the install kernel (bsd.rd), move it where the boot loader is hard-coded to look (/bsd), and then reboot. The boot loader will boot the install kernel and you can follow the usual / common upgrade procedure on the console.

There is also autoinstall[2], which can automate the upgrade procedure for you and reduces upgrades to just rebooting into bsd.rd and waiting a bit. There is a bit of effort to create the response file, etc., so this may be overkill for a single instance but is very useful for upgrading fleets of machines quickly.

[1] https://www.openbsd.org/faq/upgrade64.html#NoInstKern [2] https://man.openbsd.org/autoinstall