I nedd to have access to my on-line bank accounts all the time but the websites will not allow access when I m using a VPN

I am trying to overcome this obstacle by setting up Opera to be excluded from the ExpressVPN Tunnel using the Split Tunneling feature on ExpressVPN.

When tryuing to set up the Split Tunneling I get as far as the stage where I am asked to select the APP which I wish to exclude from the VPN Tunnel. As I cannot see Opear in the list I am asked to select it from a window, very much like the File Explorer Window. I am asked to select the .exe file for Opera but I have no idea where it is stored.

Can anyone offer mw some help?

I am relatively new to VPNs and completely new to Opera.

Thank you