After installing FreeBSD using the DVD image, pkg(8) is not installed. This makes it impossible to install additional software from the DVD image (i.e. using bsdconfig) without an internet connection, defeating the purpose of using the DVD image in the first place. Nor is bsdconfig able to install pkg from the DVD image.
Installing a package-managed OS without the package manager seems... odd in the first place, but at least bsdconfig should be able to install it (from the DVD image, without an internet connnection).