A proxy is the generic term for a service which handles web traffic for you - what it does beyond that is up to the provider. Every VPN is a proxy, compression services like the Turbo service Opera supports are also proxies, and of course anonymizers like Tor are proxies. The website you linked to in the first post says that the Tor browser (which is a browser specifically designed to work with the Tor service) can be used to access .onion links, but the fact is any browser can if you have the Tor client installed and have the browser set to use it as a proxy. But you can't combine proxies - Opera can't be using either Turbo or its own VPN while connected to Tor. (I'm pretty sure you can use Turbo with the built-in VPN, but that's a special case as both are provided by Opera.)
I have no specific familiarity with using Tor - I have seen descriptions of how it works but never tried it myself.