If yes, what are some possible ways they could break through the ice and explore the surface?
I'm not entirely sure how life would initially evolve; there are a host of questions related to that. Your best bet would be around hydrothermal vents, with extra heat coming from the tidal forces exerted by Jupiter's gravity on Europa. But I would think it would definitely be possible for a civilization of advanced life to develop. It will, most likely, take a lot longer, and go in very different directions. And your civilization will have to reach much higher technology levels to reach the surface. There would also be other challenges with your aliens, like not having eyes due to the underwater lack of light, and possible lack of heat to develop larger life forms.
See a few questions for details such as those listed below. There are also a lot more questions.
To reach the surface, you need a craft, and most likely a robot or super strength space suit. Assuming that the life forms evolved at the bottom of a very deep ocean, the pressures there would be immense and would require them to carry these conditions with them. Getting up to the surface would be the equivalent of humans digging a hole miles deep and maybe an acre in size. Although probably just a few yards. And then doing some ridiculously difficult space task. The point is, it will be difficult and dangerous. To make things easier, the might run into these guys
On further inspection on that last question, there will be an icy explosion when the surface is breached. Beware, and make sure you can get back in.
In short: No.
There are two major issues with this premise. The first is that the ice on Europa is thick. Very thick, upwards of 20km with some estimates of over 100km of total ice and water. We don't have any technology that can drill through 20km of ice, from the top, let alone from the bottom. What technology we have relies on the second issue with this premise. No technologically advanced civilisation is possible without resources to build tools. The first proto-humans were prolific tool users and this allowed them better access to food (hunting with spears, etc) and better defense against predators, as well as the ability to complete work such as turning animal skins into coverings and shelter. Europa probably contains a solid iron core, but the science is definitely not in on that. It definitely has a very thick layer of water under the ice. This would prevent anything that evolved there from using tools, as there are no resources to create them from. The massive depth of the ocean would prevent any life that evolved under the ice from accessing any portion of the crust, mantle or core, assuming they exist in the way in which we currently envision them.
1- The civilization we are considering is, near Jupiter. And then again, under a thick sheet of ice. That means very very less available light. Which means no eyes. No eyes means that although life is possible, intelligent life (as we know it) is impossible to evolve.
2- Next issue is a sustainable underwater food chain. Maybe there are bacteria and other microscopic organisms which survive by eating minerals and then oxidizing them, but that's all there is to it. And no, this is not a sustainable food chain. Once these mineral resources are depleted (slightly faster than you would expect), there would be nothing for the other, evolved organisms to ... well ... eat.
3- No eyes (see point 1) also means that technological advancement would be plain impossible. We are talking about small, blind organisms building submarines and pressure suits. No, they don't do that type of stuff! Considering that our earthly oceans are FAR more supportive for complex life and still no smart whale or dolphin has come up with a design of an internal combustion engine, on Europa ...
4- Yet another hurdle to complex life would be the absence of oxygen. On Earth all complex life is has oxygen based respiration systems and anaerobic respiration system is limited to seriously primitive life forms (things which secrete botulinum and stuff). Considering that the ice sheet on Europa is seriously thick, even IF (of which there are no signs) oxygen was presented on the surface, it would be impossible for it to mix in with the underwater ocean water and aid in the evolution of aerobic life forms.
5- And if you are a believer of panspermia, then ... well ... how does life even BEGIN in the silent, sullen underground oceans of Europa in the first place? An asteroid or comet hitting Europa, containing DNA sequences or bases would simply be lost on the surface ice and those precious chemical codes be lost forever ...
6- Even if (and trust me, it is a big if) magically and mysteriously, some smart folks with eyes happen to be present in the underground oceans and they have derived all those smart formulas and processes for creating submarines and things, how on Europa are they ever going to construct any of those? You don't get to easily mine and purify iron while living in an underground ocean. How do you build those furnaces and navigation software and ... well ... the fuel to power them all? Forget it.
All in all, just forget that notion completely. The idea is very cool for a video game or a fantasy novel, but in reality it is simply impossible according to the laws of evolution and tech development we have known on Earth.