Following word earlier this year on the situation, Microsoft has begun accepting games to the Windows Store with a rating of PEGI 18, allowing Europeans access to mature content via the Store for the first time. Microsoft is calling this a "step forward in a rich tradition of supporting gaming on Windows", without mentioning the previous issue where ESRB M rated games were allowed on the Store while PEGI 18 games were not.
Two major games are now available for Europeans via the Windows Store: Take Two's Grand Theft Auto IV, and CD Projekt RED's The Witcher 2. These games were previously available only for those people outside Europe, as both games are rated PEGI 18 and weren't allowed in the Store until now. If you're a parent and you're worried your child might access these games, there are parental controls built in that can filter out mature content from the Store.
Of course it should also be noted that games such as Grand Theft Auto IV and The Witcher 2 have been available in Europe through other game distribution platforms, such as Steam, for some time now. The lifting of restrictions surrounding PEGI 18 games only affects the Windows Store, where you'll now be able to find all sorts of gory content all around the globe.
Source: Windows Store blog | Image via Rockstar