Is it normal in Europe for graduate courses to be all in the evening?
Europe is not a country, but a continent. There is a lot of variability inside Europe. So no, it is not a European thing. 

All Bachelor's, Master's and PhD courses I teach (in Germany) are between 10:00 ad 16:45. About 15 years ago I taught a course (in the Netherlands) in the evening for a part-time Bachelor's program aimed at people who work besides their study. For obvious reasons those programs tend to organize their courses such that they happen in the evening. However such programs tend to be the exception rather than the rule in my field (sociology) and the countries I am familiar with (Germany &amp; the Netherlands).