First of all, migrants not only generate jobs, but they also work the jobs that most native people don't want. Most farms and construction works nowadays are occupied by inmigrants, because they don't steal your job, they take the ones that you didn't like.

Second of all, most countries are not populated to their fullest. There's a lot of space, both horizontal and vertical, and Europe can perfectly house the inmigrants that it gets. And if space is such a big problem, then you should look at why we are letting entities like banks and "governments" have lots (thousands) of empty houses.