The distinction between the two is to some extent arbitrary. Regions such as the Caucasus can be counted as part of either and some countries such as Russia and Turkey are partly in both.
Of course the two have always been linked; see Silk Road for the historic trade routes or Trans-Siberian railway for probably the most famous overland trip between the two continents today.
This region article is an extra-hierarchical region, describing a region that does not fit into the hierarchy Wikivoyage uses to organise most articles. These extra articles usually provide only basic information and links to articles in the hierarchy. This article can be expanded if the information is specific to the page; otherwise new text should generally go in the appropriate region or city article.