I'm not sure how it is in other European countries, but in Portugal there are two types of market. In almost every city, once a week, there is a market where you need a license and pay a rent for the space. There's also another type of market, which I'm not sure how often, but it's called a "feira da ladra" (stolen market :) ) and you don't need a license or to pay rent, you just arrive and set up your stall :)