You can right-click on a tab, goto "save" and choose "All tabs to a speed dial folder".
You can also use ctrl + left-click to select specific tabs, right-click on one of the selected tabs, goto "save" and choose to save the selection to a speed dial folder.
If you make use of workspaces in Opera, the saving will be limited to the workspace you're in. The saving is of course limited to the Opera window you're in too.
For tab islands, you can hover over an island's handle and click "save tab island as speed dial folder".
Once the speed dial folder is created, you can edit its name if you want. And, if you don't like the folder on you start page, you can goto the URL opera://bookmarks and move the folder out of the "speed dial" folder to where you want.