Please do not be confused from Europe as a continent, and EU. Talking about continents of Europe is like talking about continent of Asia which includes India, China, Pakistan and others.
Almost all when talking about Europe mean EU. EU has 28 states, for time being, this includes Great Britain(until Brexit). 28 states of EU work together as one state with freedom of movement and borderless transaction, this included EURO which 19 of 28 countries uses as their currency. Of course it is much much more.
With regards to visiting Europe, it has some amazing historical sites. It is worth visiting Paris, traveling around Belgian cities of Brussels, Bruges, and Gent which you can do in couple of days, and worth visiting city of Prague. And of course, United Kingdom, you can not miss out on visiting England with with it's great museums, and historical sites and cathedrals dating back to 1089, and historical architecture, and few great sites of the UK, including city of Edinburgh. And of course buzzing historical city of London, it'll awe you. In south of Europe it is worth visiting Barcelona.
Member countries of Schengen visa are, Austria, Belgium, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Iceland, Italy, Latvia, Liechtenstein, Lithuania, Luxembourg, Malta, Netherlands, Norway, Poland, Portugal, Slovakia, Slovenia, Spain, Sweden and Switzerland. Iceland, Norway, Switzerland and Liechtenstein are not part of the EU but it has joined Schengen area scheme, so Schengen visa will allow you freedom to travel between these countries, you will require separate visa for the UK.
