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Ubuntu Doc page says this:

It is advisable that you add the Opera GPG key.

wget -qO - http://deb.opera.com/archive.key | sudo apt-key add -

Where do I add that?

I want to take the advice but I don't know what part of software center to add gpg keys to.

This a a one line command to enter in terminal. See
What is a terminal and how do I open and use it?

To use it, you would paste the entire command in the terminal (remember to use https):

wget -qO - https://deb.opera.com/archive.key | sudo apt-key add -

But of course, it is daunting just copying and pasting commands without knowing what they are doing, and having no instructions on how to undo their actions, so here is a basic breakdown of the commands:

• 
  wget downloads something from a server. See wget manual for Ubuntu 16.04.


• 
  | is a pipline, which takes the output of one command and runs it into the input of another


• 
  apt-key add adds a package key

So it basically downloads the key and then adds it in one command.

I tested the command and it should work.

Now to verify that it worked, run this command (from this answer):

apt-key list

This will list the keys added and the key from Opera should be listed on the bottom like this:

pub   1024D/30C18A2B 2012-10-29 [expires: 2014-10-29]

uid                  Opera Software Archive Automatic Signing Key 2013 <packager@opera.com>

sub   4096g/C528FCA9 2012-10-29 [expires: 2014-10-29]

The linked answer also shows that you can remove the key if needed, using:

sudo apt-key del 30C18A2B

with 30C18A2B being the key-id from the list.

After performing that command, and setting up the sources exactly like in your screen-shot, do:

sudo apt-get update

sudo apt-get install opera

(note there are some random warnings, but nothing that affects the install or software center operations)

And for the removal (just in case): What is the correct way to completely remove an application?

So in summary:

• Add repository
  
  


• Add key with apt-key
  


• Install in terminal with apt-get
  


• Search in dash
  
  

Newer versions of apt also support the following:

apt-key adv --fetch-keys http://deb.opera.com/archive.key

This method also provides more detailed feedback as well, e.g.:

gpg: key 7BD9BF62: public key "signing key <username@domain.com>" imported

gpg: Total number processed: 1

gpg:               imported: 1  (RSA: 1)

This also has the added bonus of removing the need for additional dependencies like wget or curl.

If you are manually adding a key from a PPA, use

sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys 00000000

Replacing the 00000000 with the second part of the key informed in the PPA website that you want to add.

For example, if you find this line:

 4096R/7BF576066

Use only the second part (no matter its size), which in this example is 7BF576066

Another way where you just have an .asc key, you download the .asc key and add it to the keyring.

For instance -

curl -L https://packages.riot.im/debian/repo-key.asc | sudo apt-key add -