In some countries, Opera will only allow you to use the VPN in private mode-if you are unable to change this option, you're in one of those countries.If you only want to use the VPN when you open private browsing tabs, check the box next to 'Use VPN for private tabs only.'.In addition to choosing a custom location, you can also configure two other settings: To bypass other websites, click Manage additional VPN bypass rules and list any addresses for which you don't want to use the VPN.If you need to connect to a work or school intranet, you can bypass Opera's VPN for the intranet by turning on 'Enable intranet sites by bypassing VPN.'.Keep in mind that bypassing VPN for search means your search sessions won't be private like the rest of your browsing.If this makes it too hard for you to find relevant search results, toggle on 'Bypass VPN for default search engines' to turn off the VPN for your default search engine only. If you connect to a VPN in another region, you'll usually wind up with region-specific search results in search engines like Google.If you want the VPN to connect automatically each time you launch Opera, toggle the switch next to 'Connect to VPN when starting browser.'.Click the gear icon at the top-right corner of the VPN pop-up window.

If you want to change how the VPN works in Opera:

How to make opera gx default browser