The Orkney Islands are part of Scotland.
Spain.
The Westman Islands (Vestmannaeyjar) are located in Iceland, which is an island country in Europe.
Ireland does have many islands, but so do some other European countries, particularly Greece.
Norway
The Falkland Islands are in South America not Europe and belong to Argentina.
They are claimed by Argentina.
Denmark
Greece is the European country made up of more than 2000 islands, with approximately 6000 islands and islets in total. The most famous islands include Crete, Rhodes, Corfu, and Santorini.
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Denmark and Greece most likely have the most islands, but the United Kingdom is full of islands as well, specifically in Scotland.
Spain :)