Launch a browser on your Mac and go to the Opera download page (see Resources). Click the "Download" button. The file will download to your system. Drag it to your "Applications" folder so it installs on your Mac. Follow the prompts that appear and restart your system.
Click the "Finder" folder on your dock. Click the "Applications" item in the left column.
Find the "Opera" item and click on it. It will launch so you can use it like Explorer.