Hi, welcome to Zorin OS 
A Debian package, the one with a .deb extension, is the equivalent to Windows' .msi that is commonly found for installers. Although some installers in Windows are also found with the .exe extension, which itself is just an executable that handles the same process.
Once you have your Debian package you can run it with double-click, or if that doesn't seem to work for some reason, right-click → Open With Other Applications, and select Install Linux Application. Ultimately, you should see something like this:
Now, you can either click "Run anyway" or "Install Discord", which in both cases will bring up the Software store but the source of the installation will be different:
In this case, you can see that there's Discord from "Flathub", as opposed to that local file that I've downloaded. In contrast, the Software store doesn't have Opera in its index, and the installer only shows the local option:
What are the differences between Flatpak and other package formats is a topic for another time. For now, I'd recommend using the .deb that you've already installed i.e., use the "Run anyway" option. You can always change that later, so it's not an issue and it will keep things fairly straight forward to get started with.
And lastly, since you did mention the terminal, why not show you how to do the same thing like that:
sudo dpkg -i /path/to/deb/installer
So, for example, if your installer is in the Downloads folder:
sudo dpkg -i ~/Downloads/opera-stable_122.0.5643.142_amd64.deb
The ~ variable will resolve to your user's home directory, the one that you see when you launch the file manager by default. A tip: you don't have to type the entire fullname yourself. Once you are at about ~/Downloads/opera you can press Tab and it will auto-complete the rest.
