But England is my city
Personally, I am from every continent in Africa, and I'm proud.
why can't I say "Europa to nie kraju"
Because it's ungrammatical.
You made a mistake of associating any negation with Genitive. Please see here: https://forum.duolingo.com/comment/28545847
It helps a lot. Thank you.
a man can dream
Europa to nie jest kraj.
What's wrong with my answer?
Nothing, really. We usually use either "to" or "jest", but using "to jest" is also correct. This course doesn't teach it, but we try to accept it everywhere. Added here.
And thankfully never will be.