m * g * h -> you either need lots of water or lots of height. Best is to have both. You only get that in the Alps and you need some special geoprgaphic features to make it work. Europe is also densely populated and the nature we have left, we want to preserve, so we can't flood all of it.
Do the math, figure out how big of damn we would need to store 3TWh.
My result: at 1000m pump height, you would need 3000 billion liters, which is cube of water with a length 1.5km. Double check this tough, I'm not sure if I did all the conversion correctly