They couldn't take Dubrovnik (the first well fortified western European city), and also were defeated on mountainous terrain by the Bulgarians. They wouldn't been able to take something more fortified like Constantinople. They actually had clashes at the time, but it was mostly raids by the Mongols.
So, it is pretty clear. In Europe, the Mongolians did great on open terrain, planes, and cities that didn't have great natural defenses. They didn't do that well on cities that were better fortified, and with natural defenses (mountains). They raided and ransacked the areas, and moved on as they couldn't sustain a siege in such terrains.
"The Bulgarian victory can likely be attributed to the mountainous terrain, to which the Mongols were not accustomed.[16]"