Are there any differences if the same game is from Europe and US? or any others such as Austarlia or UK?
Yes, like game languages, word differientations, color, colour etc (sometimes, not always). I heard some games are a bit different as well from the other language games. Yes there's Australian (very uncommon though) https://www.romulation.org/forum/index.php/topic,1359.0.html
Australia usually get the USA region releases. The far majority of the time there's no difference besides the language. One thing to note is that English isn't guaranteed in an European region release.