iPhone bought in Asia will work in Europe?

If you buy an unlocked phone it will work anywhere in the world. But make sure it is unlocked. Note, however, that the warranty is not worldwide. If it ever needs repair you will have to return it to South Korea.

Dejvos5 wrote:

Does official Apple store sell only unlocked iPhones?

The official Apple store sells unlocked phones, but you have to specifically ask for an unlocked phone. Apple stores are the only source for unlocked phones, however.