King of Avalon is a mobile app that runs on 3 server types: America, Europe, and Asia. You will be assigned to a random server when you log into the game. If you want to change your current server, it can only be done by buying another set of gems and heroes with real money and requesting AVA support for this.
It's an expensive process, so it's not recommended unless you really want to play with other people in different regions, such as European or Asian players.