After your make World BOOTSTRAPCFLAGS="... succeed,
make installto install in /usr/X11R6. Make sure you have enough space, and /usr/X11R6 exists either as a directory or a symlink to another directory maybe in another filesystem.
make install.manto install the compressed nroff versions of the manual pages into /usr/X11R6/man. This directory will be generated if it doesn't exist.
make install.linkkitto install the server binary LinkKit into /usr/X11R6/lib/Server.
You could tune the Kernel using the command-file /usr/X11R6/lib/X11/etc/xf86install This will increase the available pseudo devices, some Tunable Parameters and install some files to use inside sysadm. You could also install some additional Fonts and Terminal files.
You also should increase MAXUMEM to its maximum, else programs may die with:
X Error of failed request: BadAlloc (insufficient resources for operation) Major opcode of failed request: 53 (X_CreatePixmap) Serial number of failed request: 37791 Current serial number in output stream: 37822 Widget hierarchy of resource: unknown