Opera Browser Beta gets VPN support in its 50.0.2419.135837 version. You can access Opera Browser Beta from here. Moreover, to check where this new VPN feature is located, all you have to do is open the settings menu. There you can see this feature by the name VPN. Note that by default this feature is disabled. Once you enable the feature, you get several options under this feature.
Opera Browser Beta gives you the ability to use VPN for Private tabs only. All you have to do is enable the option for the same. Moreover, you can also manually set virtual location for VPN, if you don’t want opera to randomly connect a VPN server. This option gives you the ability to manually set a VPN server belongs in region such as America, Europe, Asia and so on.
There is also an option which can Bypass VPN for Search. It means your search engine can able to detect your location. You can enable this option if you want to see more relevant results.
Normally users use VPN to bypass ISPs restriction. However, more advanced users use VPN for encrypting their web activity. VPN also secure your connection on WiFi networks. Moreover, there is some restrictions too by using VPN. The only restriction I able to find is VPN make your connection little slow.