Opening a borehole through the ice of Europa would be essentially like ice fishing (the ice is floating on top of the ocean, after all), with the added complication of having a vacuum at the borehole end.
Assuming the drilling equipment is left out on the ice and the scientists are in an insulated (and radiation protected!) hut a kilometre or so away, they would see a plume of water vapour rising into space, rapidly condensing out into "snow" and gradually covering the drilling site until the intense cold finally causes the surface to crust over.
If the scientists are a bit smarter, the drilling site is also covered, and pressurized to the extent that the water would not instantly start boiling once the ice has been broken through. Due to the intense cold, however, there will either be a need for powerful heating elements to keep the borehole open, or for the scientists to accept that the hole will gradually freeze over, and take steps to redrill it every so often.
This might actually be the preferred course of action, since the ice plug filling the borehole prevents contamination of the waters below, and also provides a relatively easy path for the drill to cut back into the ocean when they are ready (the ice in the borehole will not have been severely deformed by pressure like the virgin ice drilled through initially, and radar or sonar can help the drill operators follow the channel of low density ice back to the ocean quickly and effectively).