All Western and Central European countries are democracies of various kinds.
There are doubts about the democratic credentials of some East European and Balkan countries (Russia, Belarus, Ukraine, Serbia, Macedonia, Albania - and a few others).
For many purposes the European Union (EU) is governed by small groups of people nominated by the governments of the member states.
If you want more detailed information you need to be more specific about the countries you want to know about.
Go to google and type it in too if you need extra help.