click here for the official info.
I did use Opera on dial-up over a year ago. I think I used to manually run the dialler first. I would have thought that this was a basic thing to include, especially as Opera shows the greatest benefits for those on slow connections, but there is sure to be a reason why they don't.
It would be better to post questions on the Opera Forum click here rather than asking for help from one individual. You'll get a much more comprehensive and quicker response in most cases.