I already have a OpenBSD firewall with no Wifi and connect my Wifi Router to that. Since the APU models advertise WiFi I was wondering how good their range is
The APUs don't provide WiFi. You have to get an mPCI-E card to add WiFi support. You'll want to look up the various supported NICs (wle200nx / wle600vx / wle900vx), how well they're supported in your desired operating system, and find appropriate antennas for them.