Socialism has several different lineages. All of which used different strategies for accomplishing socialism (workers own the means of production) and maybe eventually communism (stateless, moneyless, classless society). (I often use "socialism" interchangeably as both the movement for and the desired end state, which I think Marx used to do, too, iirc).

The Marxist-Leninist/Maoist version is what most folks are familiar with - create a "vanguard party", leverage that political power to take over the government in a workers' revolution, and then use the power of the state to accomplish socialism and eventually transition to communism. That strategy was how we got the USSR and Communist China, loosely speaking. How much that strategy actually fulfilled the promises of socialism/communism is up for debate.

But there were other socialist movements in other areas of the world. The European version tends to be either democratic socialism (use standard political power to ease a transition to socialism, sans revolution) or social democracy (use government to implement the desired economic egalitarianism without the precise goal of the workers owning the means of production). (I hope I got those right, I often get them mixed up.)

I would agree with you that no European state has reached the end state of socialism or communism, as they're still pretty dang capitalist, but a good number of EU states are a lot closer to the promises of socialism than the rest of the world, as far as I understand things.