In most - if not in all - cases, you have one or several Hirose U.FL male connectors on the PCB, then a pigtail (patch cable for RF-signals) and then a RF connector connected to the casing. The antenna is screwed on to that.
This is a list of all routers in the OpenWrt wiki with removable or detachable antennas. Common wireless connectors include RP-SMA (male and female), RP-TNC (male and female). Less common are N-female and N-male antenna connectors. You may also see MC (Lucent) male or female connectors, especially on card-based wifi devices.