In short terms: Open your package manager (Synaptic) and type Opera into the search bar, look at the given packages, do a right-click on Opera and mark as "To be installed", then apply your choices.
Or, somewhat simpler: Open a terminal (Click on your Menu, then Accessories, then choose terminal). Then type into the terminal
sudo apt-get update
sudo apt-get install opera
You will be asked for your password, keep in mind that it will not be shown and the cursor will not move while typing.