Question: In any place in the world or in Europe, should the prayer be directed to the east (מזרח) always, or it's different from country to country or continent to continent?

Answer: 
[Mishnah Berurah 94:11](https://www.sefaria.org/Mishnah_Berurah.94.11?lang=bi&with=all&lang2=en) writes in the name of the Levush that during prayer one should face the precise location of Jerusalem; thus one would only face directly east if his location was at the same latitude as Jerusalem (although see the end of this answer, where even that may not be true). For most the United States and Europe, one should face southeast.

South of Jerusalem's latitude (approximately 32N), one would face either northeast or northwest, depending on his location relative to Jerusalem's meridian.

It's worth noting that the direction a synagogue faces may not precisely correspond to the direction of Jerusalem, since architectural considerations often come into play.

There is also a dispute among the poskim whether the direction one should face is the shortest distance to Jerusalem, or its compass direction. As the earth is a sphere, these can be very different directions. See this excellent [article](https://www.myzmanim.com/read/direction.aspx) on MyZmanim for more information about this.
The reason for facing Yerushalayim is to improve kavana. Hence, if there is some extenuating circumstance, prayers may be in any direction needed to improve kavana. For instance, I was once on a flight from NY to Israel where there was a minyan in the back of the plane. Now, regardless of which view you have of the direction toward Jerusalem, it would be hard to argue against the direction of the front of the plane! Yet in this case, the minyan faced backwards, towards New York. Reason? Facing all of those people (including many women) was not conducive to concentration on the prayers.