Taking Copenhagen, there are two large shopping centres of 115,000m² and 58,000m², plus several more of around 15,000-30,000m². The smaller ones are generally a large (for Europe) supermarket in the basement, then other shops and restaurants on the ground and upper floors.

The two larger ones have commuter rail, metro, bus and cycle access, and parking for cars.

I'm sure the others have some parking, but it's not obvious as I've never used a car to visit one.

But, this city is the 'perfect' one, and there is a lot of range in-between. There are certainly large shopping malls in Europe with only road access, though they are almost certain to have bus services. Bluewater Shopping Centre just outside London is the first example that comes to mind.