That's not how it works.
Parties are at the national level, and form alliances/blocks at the international level in order to get things done. These blocks shift and there is no guarantee that one party will continue to vote with a particular block.
Pick a country. Generally, the political parties in that country will stand for local elections, national elections, and EU elections. At that point you can ask what their politics are. But EU wide parties aren't a thing.