You would need to contact the National Panhellenic Council (NPC at
www.npcwomen.org) about the possibility of starting a colony at a European school. Some sororities are "international", but this usually means they have chapters in Canada (there may be some Nationals that have chapters in Europe).
You do not always have to start a chapter with the intent of going National....you could alway start a local. I don't know of any established sites that detail the process, with the exception of this one! Seriously--read some of the older threads following locals and new colonizations, and don't be afraid to ask questions!
Good luck, and let us know what happens!