I am a displaced Yemeni national in Saudi Arabia....

I would like to inform you that the European Countries don't have immigration program such as Canada or New Zealand. So you have to apply for entry visa to any European country then the residence permit, as for how to get the visa, it is included in the following cases:
1. Tourist visa: in such case it is related to the duration mentioned in the visa.
2. Employment visa: meaning to get a job there, therefore the visa and residence will be issued for you later as a worker.
3. Investment visa: if you have enough money to invest in there, then you can obtain the residence.
4. Reunion: meaning to get an invitation from one of you relatives such as your wife, if she is from there.
5. Visit visa: meaning to obtain an invitation to visit your relatives in there, and you are restricted in a particular duration for the visit.
6. Student visa: after obtaining acceptance or agreement by one of the universities there.
7. Asylum: which requires being inside that country to obtain the refuge.
If you want to immigrate by marriage, then the husband or the wife can apply for reunion and attach the below:
* both passports
* Residence of the European partner "wife- husband"
* Marriage contract.
* Provide place or house where you will live.
* Provide the proof of the financial status so the other can handle.
Pay the fees to the Immigration and wait for the reply within 6 months and then you can travel and live there.