Study can set up Brussels and carry on (8)
I believe the answer is:
continue
'carry on' is the definition.
('continue' can be a synonym of 'carry on')
'study can set up brussels' is the wordplay.
'study' becomes 'con' (I've seen this before).
'can' becomes 'tin' ('tin' can be a synonym of 'can').
'set up' says the letters should be written in reverse.
'brussels' becomes 'eu' (Brussels is a metonym for the European Union).
'eu' reversed gives 'ue'.
'con'+'tin'+'ue'='CONTINUE'
'and' is the link.
(Other definitions for continue that I've seen before include "Persist" , "Resume" , "Proceed" , "Go on without stopping" , "Last" .)