As you know, Europe, Asia, China, Africa and the rest are all part of a single landmass. The assorted divvying-up of this mass for historical, ethnic, economic, political and other reasons has arbitrarily set the Eastern boundary of 'Europe' at the Ural mountains and its Southern one at the Mediterranean and Black Seas.
Equally arbitrarily, the great mass of Russia, along with India, Pakistan, Bangladesh, Tibet, Nepal and Mongolia are considered 'Asia' while China and contiguous states, plus Japan and all the islands between China and Australia -except for New Zealand, are known as 'the Orient'. Australia and New Zealand are 'the Antipodes'.
Originally, all immigrants from what they themselves sometimes refer to as 'the subcontinent', were referred to as 'Indian'. Since this word also referred to First Nation Americans, it was a little confusing. Also the Pakistani and Bengali populations, having fought hard to gain independence from India, didn't want to be identified as Indian. The same applies, to an extent, to Punjabi people -an ethnicity which has populations in both India and Pakistan.
In any event, while it is considered polite to refer to individuals and communities by their preferred terms when possible or known, the term 'Asian' (which none of them object to) has become a catch-all for Brown people in the UK.
The British police use Identity Codes (IC) to designate the perceived ethnicity of victims or suspects. In this system, Indian or South Asian people are coded IC4, while Far Eastern or Orientals are coded IC5.