Is the HAM Radio License exam conducted in English in any of the western European Countries?
The UK is a western European Country - aside from Brexit.
The exams are conducted in English language (multiple choice test).
With the "Full Licence" you will receive the HAREC (Harmonized Amateur Radio Examination Certificate) according CEPT recommendation T/R 61-02.
A person who holds a HAREC issued by a country that participates in recommendation T/R 61-02 may apply for a licence in a lot of other countries on production of that HAREC.
As already mentioned, the UK conducts test in English. Ireland does also - https://www.irts.ie/cgi/st.cgi?applying.
In addition you can sometimes sit the US FCC exam in various locations through Europe. This can then be used to apply for a US license. The ARRL lists some/most/all dates: http://www.arrl.org/find-an-amateur-radio-license-exam-session
I am assuming you are a European resident trying to get a local license without speaking the local language. If so then check the rules carefully with regard obtaining a local license before proceeding. The FCC don't issue HAREC certificates and this might complicate matters when applying for a local license. Others will know more on this if Google doesn't help.
Doing the exam in the UK is how I got my German license though so I know that definitely works! Note that, maybe depending on your local country, you probably have to qualify for the full UK license to be able to apply for a local license. That means passing the Foundation, Intermediate and Full exams (and there is a practical assessment as well). I'm not sure about Ireland so maybe its simpler there.