Marriage alone does NOTHING to change the status of a person. He is not automatically granted a right to stay in Canada. When you apply to sponsor him, you should also apply to extend his visitor's status - asuming he's from a country whose citizens don't require a visa to come into Canada.
As to where it's easier, it probably depends on where in Europe. I got married in Slovenia and getting the papers for my Canadian husband to marry there took quite a while. I hear it's easier in Canada, but I'm not sure of the process. Every country can have different regulations about this, so I suggest you find about the country in Europe where you meant to marry.