I haven't used the Open Fire box as a starter as I built my FOW army from scratch, but you should be able to add the Panthers to the infantry company as a divisional support platoon (either in place of or in addition to the assault gun platoon).
A word of warning, though: Even if using the basic Heer list, Panthers are rather pricey, points-wise. This is actually a good thing, IMHO, as it limits their numbers (as historical as FOW may get), but skews their game effectiveness. I've found Panzer IVs and Assault Guns are much better value for money against the Western Allies (if playing 1944 games, Jumbo Shermans are a different kettle of fish) and also are more "manageable" for the opponent - they are tough but not as brutal as the Panthers, which in our case produced much more interesting games.
I usually combine mechanised infantry with Panzer IVs and assault howitzers, which usually resulted in close-fought and exciting games.
That said, Panthers look great, and the PSC ones (which I use exclusively) are a particular treat, even if the assembly instructions are... creative, to say the least.