I would like to use samba on ubuntu 16.04 as an AD DC. I use custom DNS servers (OpenDNS). How should I set the DNS settings up? (e.g. my router's address is 192.168.1.1, the server is 192.168.1.2). Should I put the server as DNS server on the router? Where can I put the custom nameservers' addresses?
Your main source for Samba documentation should always be the samba.org wiki. The main article there about using Samba as a DC is "Setting up Samba as an Active Directory Domain Controller," which says:
AD DCs and domain members must use an DNS server that is able to resolve the AD DNS zones.
The only DNS backends that Samba supports are the one that's built-in to Samba or it can use an existing BIND backend with the BIND_DLZ plugin. There's no indication that Samba can use an existing OpenDNS server.
If you follow the recommendation from Samba.org and make your AD domain a subdomain of a valid domain you already own (e.g. ad.yourdomain.com), then you can make your Samba AD the authority for that sub-domain and continue to use your OpenDNS server for the rest of your yourdomain.com names.