Yes, of course there are boxes. Standard German boxes are round, 60mm diametre and 40mm deep and can be snapped together when it is desired to combine switches or sockets like in the picture. As you can see, each switch or socket is individual and there is only a common cover (a frame with inserts for each device). Other European countries use somewhat compatible boxes that look slightly different - some are square rather than round, others are slightly larger (65 or 70 mm diametre). Devices can either be fastened using metal claws that spread against the wall of the box (which is only legal if the box is encased in masonry or concrete) or using two 3mm sheet metal screws 60 mm OC. British boxes have the same mounting dimensions but use 3.5 mm machine screws.
These days, most devices (with the exception of very intricate ones, such as double 3-way switches designed to fit a single box) are "backstabbed" and have been for almost 20 years, switches for more than 30. They rarely cause problems, except when improperly used (e.g. morons insert two wires instead of one). These devices are reasonably fast to work with, and - like Wago connectors - even have a reputation of being more reliable than traditional screw terminals because the springs inside compensate for any movement of the copper wire. Copper (and aluminium even more so) is known to "flow" under mechanical pressure and eventually cause screw terminals to loosen and overheat. Wago connectors are also rated for Cu-Al splices when filled with a suitable antioxidant (vaseline is usually considered good enough, its only purpose being to keep moisture away).
Wire nuts were never really popular in Germany but enjoyed a brief period of popularity in Austria in the 1960s. All wire nuts I've seen were obviously produced for the US market, as they only have a UL listing and all markings indicate AWG rather than mm2. I also have some vintage boxes which are labeled in English only. Today you can buy wire nuts for the German market (with VDE listing) but it seems they are hardly used. Other countries such as Italy and the Netherlands seem to be considerably more fond of wire nuts.
