Photon On-Premise connect to game server.

As we know, the “Master” automatically selects the best “lowest load” GameserverX. But if a player wants to play the GameserverEU, which is hosting in Europe. Can I do this?

OnPremise doesn’t have a EU region. It’s a server hosted by you.
You can have your own servers and still use the Photon Cloud, if that’s what you want.
The PhotonServerSettings file is only made to contain 1 server config but you can setup “Photon Cloud” there and use ConnectUsingSettings(…) and use ConnectToMaster(…) when a player selects your server.