Type opera://settings/vpn in the address field and press enter. Or, click the Easy Setup button on the right side of the address bar, scroll down to VPN, and click "Enable in settings".
Or, just go to settings, ignore the categories on the left, scroll down, click "advanced", and scroll more till you see the VPN section.
The "Features" category in the left-hand pane in settings will get you to the VPN section though.
@smithurmann For PDFs you can disable the use of Chromium internal PDF reader, so Opera will always download those files and you can open them in your default PDF reader.
@hoader292 When you login to a page, you keep that way in that browser and on that computer until you manually logoff or some site policy kicks you out.
So what probably happened is that you logged in to Yahoo in your desktop and never logged out and that's why you are remembered.
If you enable Sync in both your desktop and your phone, they should be able to share saved passwords.