The only places where ants are not native are Antarctica (ironic, right), Greenland, and a few other islands (I can't remember their names). There are about 180 different types of ants that live in Europe alone, and they have certainly been around for millions of years.

They are mentioned in bible, in Proverbs to reference how man should live (community, working together, yada yada yada). So I think it is safe to say that ants roamed ancient Europe.