You introduce your post with your system specifications which mention you're using Opera 12.1 on a Linux system.
Then you share a link about help for Opera 15+ on Windows system, which is quite weird.
You can see here all what you can do with speed dial in your current version : http://help.opera.com/Linux/12.10/en/speeddial.html
If you really want to organize your speed dial items with folders, then it requires Opera 15+.
If you want an organisation of your links in your current browser, you'd better use bookmarks or notes.
