The distance of the Sun from Europe or the Middle East plays virtually no role. After all, many people on the Northern Hemisphere might be surprised that the Earth is closest to the Sun in January – it was on January 4th, 2014. It was 3 million miles or 3 percent closer than it is in July. Nevertheless, the winter is cold! Moreover, these 3 million miles are much greater than 3 thousand miles between Europe and a place of the Middle East but even 3 million miles are too small to really matter.
The winter is cold and Europe is colder than the Middle East for the same reason: the sun rays are bombarding the Earth's surface from a more "horizontal" angle than in the summer or in the Middle East throughout much of the year. When the angle of the sun rays is $\alpha$ from the vertical direction, the actual energy and heat coming per unit are is
$$ \cos\alpha\cdot P $$
where $P$ is the power you only get if the rays are bombarding the surface from a perpendicular, normal direction. If you substitute $\alpha\to 90^\circ$, the expression above goes to zero.
The values of $\alpha$ are generally smaller in the Middle East than in Europe and $\cos\alpha$ is therefore greater because the Middle East is closer to the equator, it has a smaller "latitude", we say, and the equator is the place where the Sun often illuminates the Earth's surface from a perpendicular direction. On the contrary, the poles are cooler because the solar radiation only "touches" the surface while it moves almost horizontally. Consequently, $\cos\alpha$ is very small. Europe is somewhere between the Middle East and the North Pole so its temperatures are somewhere in between, too.