The Bootloader is a piece of software that is executed every time the hardware device is powered up. It is executable machine code and thus ARCH-specific. It's quite heavily device-specific because its main task is to initialize all the low-level hardware details. The bootloader can be contained on a separate EEPROM (very seldom) or directly on flash storage (most common).
Being a piece of software, the bootloader is considered part of the firmware, but the bootloader is not part of OpenWrt!
Only on seldom occasions a change of the bootloader settings or the bootloader code is necessary to allow for booting/installing OpenWrt
There are a number of bootloaders under diverse software licenses