Greetings.

Living in USA, and used to the way dwellings are built;  the thermal considerations take priority over other risks as fire, wind damage, rigidity...

Insulating and poor thermal conductivity materials is a part well taken care of in construction practices.

How is thermal losses taken care in Europe, what are the modern building techniques ?

Not sure about all of Europe, but Southern Europe, Italy in particular, is what I'm most familiar with, and house/building construction is mostly concrete/stone. In North America, at least for homes, it is mostly wood/insulation.

One thing I found is that in the Summer's 35^o temps, North American homes are brutally hot without air-conditioning, while Italian homes, with thick concrete walls, are actually quite comfortable.

Then again, it could simply be the difference in humidity.

I haven't much experience with European winters, but Southern Europe sees very mild winters, so a lot of places get by with fireplaces as opposed to central heating.

( however, that stone/concrete construction is a real bitch during an earthquake )