Europa brings a host of Lost Sectors with it. One of them, the Concealed Void Lost Sector, can be found can be found in the Asterion Abyss, to the north of Charon’s Crossing.
To get there, you will need to jump on your Sparrow when you spawn in near Variks and make you way to the right along the cliffs. Keep going until you each the open area, then look for a large route that goes down underground. Head down here, and you will find the entrance to the Lost Sector in the wall of ice on the left side.
This is one of the newer style of Lost Sectors that Bungie have introduced in the last few expansions, and you will need to clear each area before an energy wall drops, allow you to venture further inside.
When you get to end, you will find a boss with quite a few smaller enemies with them, and when you take out the boss you will be able to open the Lost Sector cache and get yourself some loot.
The recommended Power Level for this Lost Sector is 1210, so you don’t want to go there too early in the game. You will find plenty of Fallen enemies here when you do hit that Power level.