To install the Opera browser from PP under Ubuntu you need to follow these steps :
Before starting open up your terminal.
First you need to setup the key with
wget -O - http://deb.opera.com/archive.key | sudo apt-key add -
Next setup the repository with
sudo sh -c 'echo "deb http://deb.opera.com/opera-stable/ stable non-free" >> /etc/apt/sources.list.d/opera.list'
Then update your packages :
sudo apt-get update
And finally you can install Opera :
sudo apt-get install opera