Source: http://www.engadget.com/2016/04/21/opera-browser-vpn/
If you've wanted to use a virtual private network to improve your web privacy or (let's be honest) dodge content restrictions, you've usually had to either install a third-party client or use a relatively niche browser with the feature built-in. As of today, though, you have a more mainstream option: Opera has released a developer version of its desktop web browser with native VPN support. You only have to flick a virtual switch to get a 256-bit encrypted connection that hides your connection details and prevents sites or governments from blocking content they don't want you to see.
The preview version only gives you three simulated locations for the VPN (Canada, Germany and the US), so this won't give you access to a whole lot until the finished browser is ready. However, the VPN is free. If all you want is to access a forbidden streaming service or make it harder for snoops to monitor your traffic, this might be your easiest and most affordable solution.
Source: Opera