Does anyone know how and what to do to go to a college/university in another country?

I wanna get away from my parents by going to college/university in another country. My parents fight and I get stressed out cuz they make me feel like I need to walk on eggshells, fix their relationship, and deescalate or act like some sort of buffer between them. I do love both of my parents and they don’t fight all the time I just can’t handle it when they do fight. So I was thinking that I could get away for a bit by going to college/university. But my parents said that they would follow me to any school I chose. I had originally thought about going to the other side of the country but then thought it would be better to go to somewhere like Europe. Especially a country with cheap or free higher education, livable minimum wage, and free healthcare so that I can be mostly independent. I don’t know what to do since I don’t understand everything I have to do for a college/university here in the States so I imagine it would be even harder for another country.