The cold wasn't a physical war. It was mostly about the ideas in all 50 years between the Soviet union and the united states. They both made everything a war and called it whenever they felt like it.
Western Europe banded together economically during the Cold War. It integrated the free-market economies of several countries under the (EEC) in 1957. The participating countries were Belgium, Germany, Italy, France, the Netherlands as it had also expanded to more countries along the way.