Cry of frustration opening drink in European city (8)
I believe the answer is:
alicante
'european city' is the definition.
(city in Spain)
'cry of frustration opening drink' is the wordplay.
'cry of frustration' becomes 'I can't' (might be said by someone who can't do something).
'opening' is an insertion indicator (some letters open a gap in others).
'drink' becomes 'ale' (ale is a kind of drink).
'icant' going into 'ale' is 'ALICANTE'.
'in' is the link.
(Other definitions for alicante that I've seen before include "European resort" , "Spanish resort" , "foreign port" , "Spanish city" , "Spanish Mediterranean port" .)