Europeans, for the most part, didn't play much of a role in Jin Yong's stories. A few historical Europeans were mentioned. Golden-Haired Lion King Tse Tsun mentioned King Richard I of England in passing (how he would have learned of King Richard is beyond me; perhaps from Dor Yee See, who was Persian, and might have known about the Crusades in the Middle East). Portugese characters had some role in ODE TO GALLANTRY (I think). Princess Sophia Alekseyevna of Russia actually played a fairly significant role in DUKE OF MT. DEER.
Marco Polo's visit to China during the Yuan Dynasty is considered one of the landmark events of history in terms of cultural contact between Europe and Asia prior to the Age of Discovery. Polo even served as the Governor of Yangzhou under Kublai Khan for a period of time.
Polo's visit to China post-dated ROCH. After all, during ROCH, Kublai was still a young prince and not yet the Khan of the Mongol Empire...nor was China entirely occupied by the Mongols yet. By the time of HSDS, however, Kublai was long in his grave and the reign of the Yuan Dynasty was past ripe. By that time, Marco Polo's journey to China would have already been a part of the historical record for decades.
So did Marco Polo get a mention in HSDS or any of the Jin Yong stories set later in continuity?