The first question is "see what?". I assume that you're asking whether OpenDNS can see your DNS resolution, not the entire traffic.
OpenDNS is a DNS resolution service, therefore you configure your router to send DNS queries there. It does nothing to the actual TCP (or even UDP not going to port 53) traffic. OpenDNS performs content filtering by DNS filtering.
Now, if your machine use DHCP to the router and asks there for a DNS server (most do). Your (openDNS configured) router will add itself as the DNS server and relay the DNS queries to OpenDNS. If you use a VPN but do not change the DNS servers of your machine the DNS query will be sent to the router anyway and then relayed to OpenDNS (given that you do not force the VPN to overwrite your current LAN, most will not do that by default).
To make sure that the DNS traffic is not relayed to OpenDNS you need to ensure that the DNS server of your machine is configured to use an IP within the range defined by the VPN (if your VPN is for internet access, then using a public IP of a DNS will do. Google has the classic page about configuring DNS to one of its servers for several OSes).