I'm confused: someone said that a PhD in Europe is free, someone said that you get paid. What's true? And how hard is to get a PhD salary in Physics in North Europe?
You go to their website, find a job posting, and apply. Example of a PhD Research Fellowship at the University of Oslo.
Not all positions are free, and not every PhD student is paid. You'll have to look.
There are vast differences between the different countries in Europe when it comes to this issue. You could compile a list of countries that you would be interested in doing your PhD, then look at the relevant universities there and what they offer for PhD students. For instance in the Scandinavian countries (Sweden, Norway, Denmark), you could find a paid PhD position where you are given about 3000 USD per month (before tax, more like 2000-something after tax).