The downloads from Opera reside in a hidden folder in phone storage memory.
Just open the downloads in opera and long press the file.
There you go ! you can find the folder location and you can change as well !
If you want to find/locate them from file manager,you can use search in android mobiles.
If you cannot find using search then go to that location and in settings "show hidden files".
Now you can access the files and listen mp3 file :)