Uh sorry... xdm is the X Display Manager, not a window manager. It is used to provide and control a graphical user login and can then run your choice of window manager.
XDM is called from 7etc/rc.d/rc.4, but is the display manager of last resort -that is if KDE is installed then the KDE display manager is run, if not then if GDM is installed(the gnome display manager) then it is run. f neither of them installed then xdm is run -but you have to configure it to get it to do what you want.
A much nicer and easier to configure display manager is wdm. You can just change the lines for the xdm entry in rc.4 to get it to use wdm instead of xdm.
I have a package and the sources here:
Actually I use a modified version on my own machine which includes a script to make the setup much easier and more flexible. But, I don't have that on my site at the moment. Still the standard program is quite nice and doesn't have any special requirements except that WindowMaker be installed. You can use it start any window manager you like.