"I haven't been to Europe yet" is correct. "I never been to Europe yet" is not possible. You still need to use "have" with "been", so the sentence must be "I've never been to Europe."

<> The grammar is correct. It states that, you have not been to Europe, but, it implies you may go in the future (yet). For example: "Son, have you washed your face?" No papa, not yet, I will do it soon.." The boy tells his father that he has not washed his face (yet), but he is going to do it later. <> The grammar is not correct. It should be "I have never been to Europe". It is a statement and 'yet' is not required.