Context menus that you add as type "Run an application" or "DDE command" will appear in both Explorer and Opus. If you want to use Opus commands from context menus in Explorer you can add then as "Run an application" and use C:\Program Files\GPSoftware\Directory Opus\dopusrt.exe /cmd as the command.
They'll work for files on the desktop, but there's no way to add user-defined stuff to the context menu for the desktop itself (i.e. the one with "Arrange Icons By..." in it).