"Excuse me, but where is the opera house?"
Translation:Anteeksi, mutta missä oopperatalo on?
Placing the opera house last is more like asking where (in general) is a opera house, instead of asking about the (specific) opera house's location. But we don't really think about that stuff when we speak, and some might say it that way. Anyway, [subject + verb] / [subject + copula] is the most natural word order in both statements and questions like this.
My impression has always been that that way of using "but", to emphasize a question, is an informal verbal tic, and I'm surprised to find it used in another language. Is "mutta" actually used that way in Finnish, or is it being used that way here because it's such a common construction in English and this is a course for English speakers?