Here's a different way to accomplish it:

Right-click on your desktop, goto "New", choose "Shortcut", browse to launcher.exe in Opera's install folder, click "Next", name the shortcut what you want, and click "Finish".

Then, right-click on the newly-made shortcut, goto "properties", switch to the "Shortcut" tab, and change its target field value so that it's like:

"C:\Program Files\Opera\launcher.exe" ""

for example, and click OK.

Then, you can right-click on the shortcut and choose "pin to start" or move the shortcut to "C:\Users\yourusername\AppData\Roaming\Microsoft\Windows\Start Menu". If you do the latter, if needed, open up the task manager and restart Windows Explorer to get it to appear.