This differs not only from country to country but also from institution to institution. Some countries, like the UK, have a centralised system of applying to universities whereas in others, for example in Austria, students apply to individual institutions, whereby there may be written examinations, interviews or acceptance based on previous qualifications.
A good starting point is the “Study in Europe” website, which provides a general overview of courses, how to apply, and fees. Wikipedia also provides an overview per country – click here.
Note that in recent years efforts are being made in many European countries to encourage more mature adults to study, even if they do not have formal school leaving qualifications. Please check the “Welcome to Validation” guidelines for more information.