From: Randall Parker 

In a directory where I installed Opera there is an Opera icon. If I double
click on it (or right click and choose "Open") it pops up a
dialog that say "Do you want to run "opera", or display its
contents? One button choice is Run and that starts Opera.

Okay, how to avoid the need to do the extra step of choosing the Run button?

Second, I right clicked on the opera icon and chose "Make Link"
thinking that is like creating a shortcut in Windows. I then moved that
resulting new icon to the desktop. But doing Open on it does not make it
run Opera.

So how to make a desktop icon that'll run Opera which is in of course a
different directory?

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