Europe doesn't produce any fossil fuels?

Russia and Norway do, but most of that is Russia, which other countries in Europe still import from. Germany doesn't directly, but there are indirect routes like through Azerbaijan.

Effectively. Europe and the UK do, but there isn't much easily accessible left and besides they aren't in the EU. Netherlands has had to close their gas fields. Germany still mines some coal...there are probably a couple of other gas fields etc but the big picture is that Europe is highly dependent on imports.