I have heard a few times that a well-supplied Roman legion could destroy anything Europe had to offer until the advent of gunpowder so I was just curious.
I'm assuming middle Imperial Roman army.
A fairly important thing to consider was the quality of the line soldiers. For a medieval army, it was typical for a noble to round up his peasantry and march to war under whatever banner he aligned himself with. This lead to an army of strong cavalry with wildly varying qualities of poorly equipped infantry. There were exceptions, professional bands of infantry certainly existed, but a typical campaign involved a handful of nobles with bands of peasantry in support. It was typically a fight to who run away first.
The Roman's had a professional army in comparison. You were a soldier, and just a soldier. Casting aside training, equipment and logistics, the sheer experience of a Roman legionnaire was incredible. They also typically were extremely disciplined and had excellent morale. The Roman's valued heavy infantry highly, and tended to pass along supplemental roles to conquered provincial troops, and the quality varied with the region, though Roman supply and discipline was a constant.
Depends on the time periods and locations you are comparing. Huge differences in equipment, training, and fighting style, even just looking at Rome, to say nothing of Europe over a several hundred year span. The below link should answer your question perfectly:
The Roman army existed in the middle ages in the east. It's also worth pointing out that Roman legions were defeated in the west on a regular basis, until the final death of the western empire. There were many reasons for this, but one of them was certainly the composition of those armies.
The classical Roman army was an infantry heavy body that really had no answer to horse archers or heavy cavalry. The Roman army of the middle ages ended up being focused around horse archers and heavy cavalry as a result of their many defeats at the hands of foes like Atilla, the Persians, the Goths, and the Arabs. Warren Treadgold is probably the most authoritative source I could direct you to for further reading on the matter, though sometimes the reading can be a bit dry.
I have heard a few times that a well-supplied Roman legion could destroy anything Europe had to offer until the advent of gunpowder so I was just curious.
Unless you rigorously nail down the particulars, it can be very difficult to say. The Medieval era encompasses at least a 1000 years of history, and you could pull a "Roman" army from the same kind of timespan (or more).
You limit the advent of gunpowder (by which I assume you mean the introduction of gunpowder in the West) which arbitrarily hacks off a large chunk of the post-13th century Medieval period, which is a curious decision as this is the period where you'll encounter some of the more professional military systems of the Medieval era. It'd be a little like declaring that only pre-Marian reform legions were being considered.