Regardless of your OS, get it from the Opera Unite website at this time. Opera Unite is not available via Opera Linux repositories yet, though it may be by the time you read this. If you update or install via repository (e.g., $ sudo aptitude install opera) and Opera you see has Opera Unite options that show when you open it, you need not get Opera Unite directly from Opera unless you want advance versions with more bug fixes. Just turn Opera Unite on if you want the content server functionality.
Get the binary matching your OS/distributionDebian-Ubuntu .deb versus Red Hat/Fedora/SuSE .rmo/CPU type, (32-bit) intel-linux versus x86_64-linux (64-bit).
If you have an existing copy of Opera for Linux, I recommend making a backup copy of your configuration information and bookmarks. Remember the word “beta” here. This article is based on the latest developer build that's available in binary form. After downloading, run the gdebi installer from wherever you downloaded to if you're using Debian or Ubuntu.
$ cp -R .opera .operabackup # gdebi opera_10.00.4493.gcc4.qt4_i386.deb
$ sudo gdebi opera_10.00.4493.gcc4.qt4_i386.deb
rpm -i [whatever].rpm
Or simply use the GUI program installer that comes with your distribution or operating system. Any installer that permits installing local files (rather than only repository files) should work (Linux/Windows/OSX). Or simply use a GUI file manager to find the binary and double-click.