Opera, like Chromium and Chrome, uses the system network stack. To use a proxy (including a SOCKS5 one), you have to change the settings in Windows like this. Then, it should automatically work for Opera.
The downside to that is it'll affect other apps on Windows too.
I'm not sure it'll work, but you can launch Opera with --proxy-server= to see if that does what you want. You modify the shortcut to Opera's launcher.exe. See https://winaero.com/blog/override-proxy-settings-google-chrome/ for more info.
Also see https://www.chromium.org/developers/design-documents/network-stack/socks-proxy.