No. EU laws are of two kinds: directives and regulations. Directives work roughly as you describe, while regulations have direct effect like regular laws.
reply> The EU can pass laws that each European country...
replyEach EU member state, the UK, Switzerland and Russia don't really get involved
Those countries may also ratify EU laws if they wish. I think the UK has something similar to GDPR and Switzerland also picks and chooses which laws it thinks make sense.
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