I follow this guide to install EXFAT filesystem into OpenWRT on NEXX WT3020:
https://openwrt.org/docs/guide-user/storage/filesystems-and-partitions
But after invoking:
opkg install kmod-fs-exfat
I get:
Additionally in web interface there is no package named kmod-fs-exfat.
So how install EXFAT fs so I can read EXFAT USB flash drives?
You will have to build it yourself, exfat-nofuse depends on BUILD_PATENTED, which is not enabled in official builds. An alternative would be formatting your USB flash drive with a different, supported, filesystem.
is there any guide/tutorial for this buid for just ordinary Windows user?
Reformatting is not an option.
Or maybe there is unofficial build available?
The current exfat package (driver) is a bit dated and it's more or less superseded by sdfat instead (it still reads exfat) however I haven't been able to make it identify itself as exfat which confuses block-mount.
If you just want to setup a openWRT compatible fileshare you can grab partitionwizard portable and format the partition to ext3/4 on Windows.
Not for exfat specifically, but this shows you how to build an image: https://openwrt.org/docs/guide-user/additional-software/beginners-build-guide
It is quite simple to install Virtualbox virtualisation tool in Windows, then install a virtual Ubuntu 18.04 into Virtualbox and use that for compilation work along the guidelines in wiki. You need some 20 GB disk space for the virtual driver, but no need to touch the current actual partitioning.
or just use Hyper-V if you're on Windows 10 Enterprise, Professional, or Education 
This or just use docker for Windows or WSL.
EaseUS Partition Master (free) for Windows will format an extFAT storage device to a Fat32 for most file sizes above 32Gb that I have tried. Of course you have to temp move the data off to reformat it.
This tool is also great for micro-chips that are used in Android devices. Since most 64Gb micro chips are shipped formatted extFAT, the android can't read them and many people fail to realize that their cheap Android will take the 64Gb chip, thinking it only accepts up to 32Gb cards when the chip just needs to be re-formatted as Fat32 and native Windows can't do that while the free EaseUS tool can. Without research most people accept that up to 32Gb cards are shipped formatted as Fat32 which the Android can read and don't spend time to learn that a tool like EraseUS can format larger storage media as Fat32 and most Androids will accept the larger chip, usually up to 64Gb with no problem..
Thanks for all answers!
I will try to dig into compilation of own build.
That is VERY interesting information! Thanks.
This would - to some extend - solve my problems with plugging bigger data drives to OpenWRT router and preserve compatibility with Windows system.
Keep in mind that Fat32 still has the 4Gb maximum file size limit, so if you want to store files larger than that, Fat32 wont work. Some Android phones actually come with exFat support, i think all Samsung and the Flagship versions from other Vendors.
You can also work the other way around, there are two good ext2/3 Windows driver projects around with read/write access.
https://www.ext2fsd.com/
http://www.fs-driver.org/index.html