Is it permissible for a Muslim in Europe to work in a shop that sells alcohol without consuming it?

There is no harm, Allah willing, in working in the shop so long as you do not directly engage in anything related to alcohol, such as selling or transporting it. It is better to avoid working in a place where alcohol is sold and consumed, to be safe from the disgrace of witnessing evil, and because the work might involve — even indirectly — assisting in the sale and consumption of alcohol.