I've used Compex mini PCIe cards with great success. They're all Qualcomm Atheros based and they just work in Openwrt. These are proper AP wifi cards, designed for access points, not cards designed for client wifi.
Likely. I've never used that device, but it's unlikely the device has the kernel module for this card baked in.
If you are in OpenWrt and have access to the LuCI interface, then one of your best friends will be the System->Software page. Navigate there and click "update lists". You should see all the packages available for OpenWrt. Now just type "7915" in the filter. You should see the driver and (depending on your version of OpenWrt) perhaps its firmware. In your case, installing the driver should automatically install the firmware.
If you don't have access to LuCI and do have access to the console, you can do the same thing with:
opkg list | grep 7915
Then once you identify the kernel module you want: