If you want to extend the WiFi range of the Arduino Yun you need an external USB WiFi as explained on Luca Dentella’s blog.
Anyway your new USB WiFi won’t act as an access point unless you update some more settings on OpenWrt.

1. Power on your Arduino Yun (without dongle plugged) and when it’s ready move where modules.d is stored:

cd /etc/modules.d

Then type the following commands:

>>mv 24-rt2x00-lib 22-rt2x00-lib
>>mv 26-rt2x00-usb 23-rt2x00-usb
>>mv 27-rt2800-lib 24-rt2800-lib
>>mv 28-rt2800-usb 25-rt2800-usb

2. Reboot Arduino Yun:

reboot

When the OS is ready type:

>>mv /etc/config/wireless /var
>>wifi detect > /etc/config/wireless

3. Now we need to change some wireless settings:

nano /etc/config/wireless

Change the values in ‘wireless’ file as shown below:

config wifi-device radio1

option disabled 0

4. Plug your WiFi dongle in Yun’s USB and reboot.
5. Enjoy the new antenna in Access Point mode!