In M2 that's built into Opera 12, in "Preferences -> Advanced -> Downloads", uncheck "hide file types opened with Opera", select "application/pdf" and click "Edit".
In that dialog, you can choose what happens with PDF files. For example, if Foxit provide an NPAPI plug-in, you can set the download option ot "Use plug-in" and set it to the Fox-it reader plug-in so that Opera uses the plug-in to render the PDF inside Opera (in a new tab for example).
Or, you can set the download option to "open with default application" if Foxit is the default for PDFs on your system. Then, when you choose to open a pdf attachment, Opera will create a temporary file for it and pass that path to Foxit to load it in the external Foxit reader. If Foxit isn't registered as the default PDF reader, you can use "open with other application" instead and choose the path to its exit and try adding a space and %1 or "%1" after the command.
If you're using the standalone Opera Mail client, it doesn't have those options in the UI.
