I have both good news and bad news:
- Good news! Yes, OpenBSD can either replace or be integrated with your gateway router to provide the two services your turnkey device does now: it can be 1) a router and it can 2) be a WiFi Access Point (with the right WiFi NIC or WiFi bridge). It can also do many things your device cannot, such as traffic shaping and providing advanced packet filtering.
- Bad news! Implementing an OpenBSD-based network solution requires significantly more technical knowledge and skill than you apparently possess. This knowledge and these skills cannot be acquired by asking one or two questions on this forum -- they are best acquired through real education: classes, textbooks, professors, and study.
If you are truly interested, see if your local library or bookshops have some of the books discussed in
www.openbsd.org/books.html