When Opera isn't maximized, you can drag the badge (usually a lock icon) at the left of the address field, drag it and drop it on your desktop for example. That will create a URL file that you can double-left-click to launch that page in whatever browser is the default ofr url files. Those files won't have an icon that matches the site's favicon though.
If you're talking about creating a PWA though, Opera indeed can't do that yet.