Churchill, and a fair number of his Conservative party wanted Britain to maintain its Empire, and simply put, they didn’t feel a need to be involved in a European project. Additionally, it was felt that a shift towards Europe came at the expense of the colonies, and particularly the white dominions, a prospect that Imperialists of both parties, but particularly of Churchill's own backbenchers, were not willing to accept. At this time the Empire was still vast, and most politicians were raised on tales of the sun never setting and Britannia ruling the waves; they could not countenance a world where Britain wasn't a great power. It was this attachment to the policies of the past that also pushed them away from Europe. England, followed by Great Britain, had a centuries old policy of wheeling a dealing to keep continental Europe divided and not a threat to her interests. To depart from the policy that had brought about Empire in the first place was not something Churchill was willing to do. It was only the gradual changing of the guard, the managed decline of Empire, and Britain's economy slowing to a halt that eventually persuaded PM Harold Macmillan to begin dialogue for a British entry to the EEC, and it was another decade or so before the French stopped their resistance and let us in. A good, accessible introduction to the era can be found in Andrew Marr’s A History of Modern Britain, as well as Dominic Sandbrook’s Never Had It So Good: A History of Britain from Suez to the Beatles which goes into detail about the UK’s relationship with the beginnings of the European project. Of course the memoirs of Churchill also shed light on this.