To build OpenFWTK you need:

a decent Unix system with C compiler
ncurses library (X/Open curses is not ok!)
OpenSSL libraries and headers
libmagic (if your system does not have one, get it 
ftp://ftp.astron.com/pub/file/ )
milter library (provided with the tarball, cd libci_milter && make )
berkeley db of any flavor supporting classic ndbm interface

Check fwtk/configs for predefined compile settings.
Select appropriate one, place it in fwtk/Makefile.config OSTYPE = ,
cd fwtk && make && make install. Create /usr/firewall/etc/netperm-table
(or in any other place defined by PREFIX in configs), 
fill it with appropriate rules according to your network access policy
(see manual pages provided in the package), write a startup script
(i guess there will be some packaged ones in future releases)
and you get your firewall running.