First you should log in your Router and go to the last section for more options / developer and you will see the luci login screen for openwrt! There you can set all things up!
You should use this Tutorial to get Adblock to working:
Use dnsmasq (should be installed, if not do this), wget (install it!) and “wan” or “lan” or “wlan” depending were the internet is coming from
Advice: You can find all things to install under luci system->software and source for the pages, its easy!
I’ve had a problem with using “force local DNS” with an external captive portal - for some reason, the captive portal won’t load when using that option. Any ideas?