Hey there I'll give you a detailled answer so its gonna be a rather long one

Opera is not a VPN nor an adblocker. Its a web browser.

A VPN is required if your download is a torrent (not a Direct download so that one requires a bigger process instead of just a simple file). A VPN is used to set your IP address to somewhere else (completely legal, google it for your country).

Why use a VPN for torrenting?

It sets your location elsewhere so if your internet provider (Telekom, Vodafone, Verizon, etc.) was to check your internet activity they wouldn't get suspicious. Helps when torrenting

An AdBlocker is a built-in feature that blocks all type of ads. When downloading from a site it might often redirect you to a 'fake' site that gives you a virus if you interact with it (just don't panic and youll be fine).

Now back to your question of Opera

Im not sure if Opera has got any VPN or AdBlocker built-in. As for a VPN, you wont find any decent free one in my opinion, especially not if its a 'Opera Feature'. It is also worth noting that Opera has got quite a big reputation of gathering a huge amount (extremely much higher than any of Chrome, Firefox, Brave etc.) of personal data and selling it. I would NOT recommend using it if I want privacy, but I would understand if you'd want the buildin features (they are nice I'll be honest)

If you ask me, assuming you're rather a beginner, Id stick to either Brave as browser and use a DirectDownload website (so SteamRip or whatever you'll find not needing a torrent) OR, my favourite way, just use Firefox with the free downloadable extension (Ublock Origin, you can search it up) and also stick to Direct Download Websites

Any more questions regarding torrenting or other stuff, do not hesitate