The Afrihost SIM cards will work in any device that is not network locked. There have been some issues with a few issues with the Huawei USB devices of a few years ago (mainly the K series) that were network locked to Vodacom however if the router has been purchased from a store, there is no need to worry.
Next you need to ensure that the USB Modem is on the compatibility list for your specific router, this list can be found on the manufacturers website. With most models, when you insert a USB dongle into a router it becomes a slave therefore the settings need to be configured on the router. The settings are identical where the APN needs to be afrihost and the username and password fields must be empty.
It is advised to plug the USB dongle in and follow the setup wizard of the router as manually configuring it varies greatly from model to model. If you run into trouble you can contact the support center and they will be able to help you in setting up the device