Go to grab one in European location (5)
I believe the answer is:
turin
'european location' is the definition.
'Turin' can be an answer for 'location' (Turin is an example). I am unsure of the 'european' bit.
'go to grab one' is the wordplay.
'go' becomes 'turn' (as in one's go or turn in a game).
'to grab' indicates putting letters inside.
'one' becomes 'i' (Roman numeral).
'turn' enclosing 'i' is 'TURIN'.
'in' is the link.
Can you help me to learn more?
(Other definitions for turin that I've seen before include "Italian city with famous religious Shroud" , "Piedmontese capital" , "foreign city" , "N. Italian industrial city" , "NW Italian city with famous Shroud" .)