I want to check a particular website from various locations. For example, I see a site example.com from the US and it works fine. The colleague in Europe says he cannot see the
It depends on wether the locatoin is detected by different DNS resolution from different locations, or by IP address that you are browsing from.
If its by DNS, you could just modify your hosts file to point at the server used in europe. Get your friend to ping the address, to see if its different from the one yours resolves to.
To browse from a different IP address:
You can rent a VPS server. You can use putty / SSH to act as a proxy. I use this from time to time to brows from the US using a VPS server I rent in the US.
Having an account on a remote host may or may not be enough. Sadly, my dreamhost account, even though I have ssh access, does not allow proxying.