World War One was absolutely a European conflict, but gets its name from the fact that it was fought all around the world. While Europe was far and away the largest theater, there was fierce fighting between colonial forces, particularly in East Africa. By the outbreak of the First World War, Europe had divided basically the entirety of Africa among them, as we can see from this map. So, when fighting broke out in Europe, the European colonail forces began fighting each other as well.

There was also predominantly Naval conflict in Asia as well, as Allied powers fairly quickly consolidated control over German colonial holdings in Asia. Perhaps remarkably, Japan was an allied power during the First World War, and used it as an opportunity to expand their influence in the Pacific.