You need to make sure xdm has been setup to accept network connections. 
The easiest way is to edit some config files and let it accept any 
connections, which is insecure. This is how its done:

edit /etc/X11/xdm/Xaccess file, and uncomment the following lines:

* #any host can get a login window
* CHOOSER BROADCAST #any indirect host can get a chooser

edit /etc/X11/xdm/xdm-config file, and comment the following line:

!DisplayManager.requestPort: 0

You may also need to create $HOME/.xsession file, which should have 
something like:

# run WindowMaker window manager
exec /usr/pkg/bin/wmaker

Restart xdm: "/etc/rc.d/xdm restart", make sure it's up and running: "ps 
-ax | grep xdm", from the client machine issue: "X :0 -query host" where 
host is the name/ip address of the machine running xdm. After this you 
should see xdm login window, asking for username and password.