There's one one set of Laws of the Game and they're used internationally and written and set by IFAB.
Each Assocuation then sets out their own guidelines for that set of rules which are just clarification of the various Laws, the English FA guidelines can be found here;
The problem is that people talk about "Oh, that's always a penalty in Europe" or "They're always given if a player touches a goalkeeper" but there's nothing in the actual Laws of the Game or the guidelines to back it up so referees or pundits always refer to what's always happened in the past irregardless of what the current Laws say.
I haven't been able to find a specific UEFA set of guidelines so I can't say what the guidance there is, however, by the universal Laws of the Game drawn up by IFAB, the Newcastle penalty shouldn't have been given due to the proximity of the players when the ball was struck and the fact that the players arm was in a natural position in relation to his movement. Unfortunately, for Newcastle the referee on VAR decided that his arm was raised therefore it was a penalty probably based on the refereeing traditions in their country (which is why you used to see European defenders keeping their hands behind their back when defending).
It's the same as our goal that was chalked off against Liverpool, there's nothing in the Laws of the Game or the FA Guidelines to justify that decision but it gets excused as "if you touch the keeper it's always a foul" despite that not being a rule at all, the incompetence of the officials combined with them using the dumbed down television rules when they feel like it just adds more inconsistencies to the game.