Were they above the law in their own countries?
Could they do whatever they wanted within their own lands?
What actually gave them their power?
How might power did they have over individuals?
How much power did they have over their own states?
This is a very broad question, there were many kings and queens of Europe over many hundreds of years. Most of the time, however, they faced no laws at all. The monarchs had something called "divine right of kings" that defined them as chosen by God to be the monarch.