UPDATED INFORMATION!!!! Now you can install the Arduino/Genuino OPC Library from the library manager in the Arduino IDE!!! Filter it using the words "OPC"
Here we are going to install the Arduino OPC Library for use it with our sketches
Download and unzip the Aduino OPC Server package. Open your Arduino IDE programming environment and select Sketch -> Import Library -> Add Library
Select the OPC directory ahd press Open (not open the OPC directory, just select it and press button)
Now you can notice that OPC library has been added to your libraries
And now you can import it in your sketches and test it using the available examples from the OPC library. I recommend you start with Basic and ReadAnalog sketches.
Please, remember that you can use the forum for support if you detect any problem.