What you are trying to accomplish is called passthrough. Passthrough configuration is defined in /usr/local/pf/conf/pf.conf under [passthroughs].
The format is name=URL where name is only for reference and URL must be a valid URL of the form: protocol://domain/ or protocol://domain/resource. Supported protocols are HTTP and HTTPS.
Also, under [trapping] you need passthrough=proxy for the feature to be enabled.
The pfdns service must be restarted after you modify passthroughs.