Europe is not a country. In France a yellow gets you a fine. A red gets you a heftier fine and a penalty on your driving license points.
In the UK the amber means "prepare to stop" but only if you can do so safely. If you are too close to stop then you should carry on through (which should be safe as all other lights should be red at this point).
So basically it all boils down to the mood of the cops. I would say it's not frequent to be fined for a yellow (never happened to me in more than 20 years of driving) but I'm pretty sure it would fail your driving license exam.
I think (but I'm not sure) that traffic light cameras only catch red lights.
Maybe the fines are different, not sure.
> Article R412-31 du Code de la route. Vous devez obligatoirement vous arrêter au feu orange, sauf si cela doit vous conduire à un danger.