The Opera browser doesn't have a mail client anymore. You have to download the old standalone Opera Mail client or the old Opera 12.x browser suite (which has Opera Mail built into it), but both are not being worked on anymore.
If you try one of them, you click the menu button at the top left, goto "mail and chat accounts". For "Opera Mail", it'll ask you to set up accounts when it first starts.
You can do most stuff you can do in Opera Mail in Mozilla Thunderbird, which is still being worked on.