This means that you must first start an xserver. Xserver is the graphical environment used in many UNIX-like OSes such as BSD and Linux. I am not a *BSD user but I assume that install xserver will look something like this:
# pkg_add xserver-xorg
You may have to do some searching to find the actual package name. However, this alone will not be enough (unless you know your way around an xserver config file), therefore you also need a window manager. Without a window manager, you can not move windows around. Depending on your used you might want a full desktop environment. Some of these include: Gnome, KDE, and XFCE.
I also notice you are trying to run a Windows application. If you want to run a Windows applications, use Windows IMO. There are literally tons
of torrent applications to choose from in POSIX compliant OSes (*BSD, Linux, Solaris). Torrents is an iffy subject around here but many open source projects are distributed via torrent.
If this is your first venture into a UNIX-like OS, *BSD might not be the best place to start. There are many Linux distros out there that make it much easier to learn about things such as xserver. Gentoo specifically will take loads of time to setup and configure, but the documentation is simple walkthroughs that will teach you the ins and outs of UNIX software.
You should also note that amount of time it took to get support on this site. This website is primarily for Windows support. Although it offers a wide variety of support, the community is almost entirely Windows users (some Windows users w/ Linux on the side). Open Source software is typically officially supported by some form of community. This is often via IRC channels and mailing lists. You should check out irc.freenode.net and consider signing up to mailing lists for your chosen OS/distro.
Let me know if you are in need of any more assistance.
Edited by Titan8990, 23 February 2010 - 07:40 AM.