Start by reading compat_linux(8). Carefully. -You- will be responsible for obtaining and "installing" required dynamic libraries for any Linux binary you bring to OpenBSD/i386.
I would think that if a more modern version of Opera were easy to run under Linux emulation, you'd have seen it in the ports tree. Remember, Opera is closed source. There may be a "port" but it is a binary port, only because Opera licensing precludes binary distribution outside their control.
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