Where can I see the passwords?
Settings > Privacy and security > Manage Saved Passwords
Moreover, when I tried to find wand.dat in ... Roaming/Opera directory, it turned our not to have such file
Wand.dat is an Opera Presto's file and it's not used on Opera Blink.
how to export customized settings (such as favourite directory, express panel URLs, etc) in case I decide to change the browser again?
There is no export feature in Opera Blink. You can save the profile folder or, for some things, use sync.