How to dress for work/living in Europe?

It will depend on where you work, which city, but sometimes also which office.

The differences are big between countries and even within one country, by what kind of work and company.

It is acceptable to ask your co-workers to be, so you can prepare.

In case you can not ask, better be prepared to formal and bring extra blouses/shirts that can make formal into business casual.

Mostly the rules for women are less strict than for men, but not all the time.

When working in an office, medium high heels are to be expected, but variations exist.

If you think this answer is to general for you, you are right, but unless you at least tell us which town in which country, it is the best I can do.

If you add to your question, company, town and country, we might have a user here that is familiar with the place and can give a more to the point answer.

Added:

Out of work you can wear whatever you like, as long as you are decent. If you meet people from work in a private setting, dress a little more casual for business related informal occasions, down to jeans and a T-shirt if you go out on activities in nature.

Well I have never worked in Luxembourg but my career to date was office based & business based

To be honest it not only depends on the country, but on the company itself. I have found that in recent times the "strict" business attire is not as strict as it used to be. However, in saying that, it is always good (if not expected) that you turn up at work for the start dressed in a suit. After a few days/a week then you can start to dress to match your peers.

In my last company it was varying. Some people were wearing suits, and other business casual. Then on a Friday it was "casual Friday" and the suits would come in business casual and the others even more casual (even in jeans!)

So if I were you, wear a simple suit for the first week. Heels are not necessary if you are not comfortable or are not used to them. You will draw more attention to yourself wearing and hobbling around than wearing smart flats. I used to go for the happy medium of low heels. Smart shoes but ones which were fairly pretty (I didn't want to do the simple court shoe thing), but importantly which were comfortable to wear.

Women especially tend to get away with more than men. In my company, unless we had customer wearing then smart trousers or skirts and a simple blouse or T-shirt top was fine. Of course nothing tarty or beach-wear looking. It's really difficult to explain, but basically you learn from one another

If I were you then I would contact the personnel dept in advance. Often companies have a personnel manual and the business attire for the company is detailed within. (Even so though, do wear a suit for the first day).

Best of luck to you :0)