the type/paste in the address field doesn't work as well because you have to push enter first.
It works for me, pressing Enter isn't required. Type there, select all (press Esc if the address field drop-down list is blocking your way) and drag the selection to the bookmarks bar.
Perhaps with the new focus they're giving to bookmarks in the latest development versions they'll add a add lick to bookmarks in the context menu at some point...
But it should be easier regardless if you had a PDF plug-in in Opera like you have in the other browsers...