Ladybugs are also called lady beetles in Europe they are called ladybird beetles.

This sentence is incorrect because it is a run-on sentence. This means that it should be broken into two separate sentences:

Ladybugs are also called lady beetles. In Europe, they are called ladybird beetles.

It's easy to catch this mistake by either reading the sentence out loud and listening for a natural pause, or by looking for one subject and one verb per sentence (Ladybugs are; they are).