The dmesg above looks to be from a Linux system. In Linux the device is recognized as an ath driver while OpenBSD distinguises between ath and athn. See the
FAQ on wireless networking. OpenBSD's dmesg will let you know if there are any firmware issues, the athn chipset/radio and the interface.
As long as you have the install image, you can continue the installation without setting up the network. If you have access to an ethernet port and cable you can also initially have the installation set up a wired ethernet connection and if firmware is needed, then download it.
OpenBSD will also generate a dmesg output that can be copied to a usb thumb drive.
Here is a FAQ entry on mounting USB drives for OpenBSD.