The use of preposition can change the meaning of a phrase.
You should also choose depending on the meaning you want to give to your phrase. If you choose “en” it means that Europe is the final destination. If you choose “par” it means that Europe is a part of the trip, and that there is another destination after.

According to Larousse dictionary :

• “en” : show a localization

• “par” : transitional place, place of brief call

For example :

• “Voyage-t-il en Europe cet été ?”

• “Voyage-t-il par l’Europe avant la Russie ?”

“Through” might be better translated with à travers to make clear he will visit more than one place, although it is a little bit formal:

Est-ce qu’il voyage à travers l’Europe ?

otherwise, en is fine:

Est-ce qu’il voyage en Europe ?

Note that the Est-ce que part is often dropped in casual conversation:

Il voyage en Europe ?

As Izzie-29 already wrote, you can use par only if the travel is Europe is transitional.