Win+E is a Windows hotkey which opens This PC (aka My Computer, etc.) in the default file manager (usually Explorer or Opus).
You can’t replace the Win+E hotkey using Opus, at least not reliably, in newer versions of Windows as they intercept it at a very early stage, before normal applications like Opus get a chance to see it.
A portable install will also not replace Explorer by default, leaving Explorer as the default file manager when something asks to open a folder. Explorer Replacement requires a lot of registry settings, which is often undesirable with a portable install where you don’t want to modify the system’s registry.
You have a couple of options here:
Use a different hotkey. That’s the easiest one!
Configure the portable copy of Opus to replace Explorer. To do that, edit the .ini file on the USB stick, and you’ll find some options in there that control how it works. But remember it will modify the registry when Opus starts and again when it exits, and if something happens to prevent the exit-time modifications then the machine (or at least user account on the machine) will be left pointing at Opus on a USB stick which may not always be there. That kind of thing is why it is hidden away in an .ini file for more advanced users, and not in the UI like Explorer Replacement is for a normal HDD install.