Which are the European countries that will not require transit visa for the Indian citizens travelling to third country (Cuba)?
As I have found in the website of Russia and The Netherlands that they don't require transit visa.
In the EU, the UK requires a transit visas for Indian citizens. In the Schengen area, the Czech Republic, Spain, France, and Germany also require transit visas (cf. official table from the EU commission). All other Schengen countries (including the Netherlands, Belgium, Switzerland, Portugal, etc.) allow visa-free transit. Ireland does too. Beware there are other rules and exemptions to consider, see Do I need a visa to transit (or layover) in the Schengen area?
Countries like Russia or the Ukraine are not part of the EU and I don't know what their rules are.