Yes
The Rock of Gibralter is located on the tip of Spain, which is in Europe.
Gibralter
25 miles
Gibralter
No - it is a UK territory but is geographically part of Spain.
Southern part of Spain, about one hour from Gibralter.
The countries included in the Iberian Peninsula are Spain, Portugal, a small part of France, Andorra and Gibralter.
Spain and morrocco
I don't believe there are any territories inside a sovereign nation except embassies and consulates. Gibralter is a British territory located on the Iberian Peninsula next to Spain. It is not "in" Spain.
The distance from Spain to morroco is approximately nine miles. You can see across it very easily.
It's Portugal
There have been several battles conducted on the southern coast of Spain. These include the Battle of Trafalgar in 1805, The Great Siege of Gibralter in 1779, and the Battle of Guadalete.