Unfortunately you can't get them fresh in Europe. Due to the chilly climate they cannot grow there and transporting them fresh from Asia is not possible. The leaves turn brown within a few days. Freezing is possible, but this produces kaffir lime leaves that quickly become limp after thawing. Just dry in the Asian sun and then transport them, is the best way to get the taste as fresh as possible in the pan at home.
Fresh, lime and lime leaves belong together. Smell kaffir lime leaf, it smells wonderfully invigorating. That explains why it appears in soap, but also in beers. And it explains why it is a popular flavoring in many Thai kitchens.
The leaves are stewed with it in curries and soups and slowly give off their fresh aroma. Because they are a little tough, they are often removed shortly before the dish is ready. Not always. In Thailand they often leave them on, because that's common there and it looks quite tasty. Sometimes the leaves are cut very small, like edible strips as thin as a hair. Then they give just that extra bit of flavour, for example in fish biscuits.