There is some pretty good documentation at https://docs.opnsense.org/manual/how-tos/nut.html, though a few things caught me. I'm writing this up as a short recipe; see that documentation for the real way to do things.

1. Install the NUT client by going to System | Firmware and installing os-nut
2. Configure at Services | Nut | Configuration (you may need to hit a different page to update your menu, I click on Lobby first)
3. General Settings
   1. Enable Nut
   2. Service Mode: netclient
   3. Name: the name on the nut server of the ups. Do not put the server name here, just the stuff before the @
   4. Listen Address: The IP on the router that has the interface you want to listen on. Probably your LAN IP.
4. Click down arrow on UPS Type and select Netclient
   1. Enable netclient
   2. IP Address: IP of the NUT server
   3. Port: Port the NUT server is listening on
   4. Username: the user name you have defined on the NUT server
   5. Password: the password you have defined on the NUT server
5. Click Apply
6. Click Diagnostics and wait up to 20 seconds. If everything is correct, you will see a list of variables from the UPS (as given by the NUT server).