It literally is in Europe. Not the EU, but that wasn't the claim.

Interestingly, the rest of that intro/title is apparently debatable: https://politics.stackexchange.com/questions/81176/by-which-... (which I only stumbled over while making sure I knew what location we were discussing).

This loose analogy might help you remember the difference:

Europe = North America

EU = USA

Europe is the continent

EU is the exclusive area/group/wtv