Your confusion might be that (NFL, NBA, MLB) play different sports, so they seem more “different”.
FIFA does the World Cup and the Olympics, competition between national teams.
Union of European Football Associations (UEFA) does the Champions League, an annual competition between top-division pro teams in Europe. There are similar organizations for other geographic regions (called confederations): CONCACAF, CONMEBOL, CAF, AFC, OFC.
Then there is the English Premier League, German Bundesliga, French Ligue 1, Dutch Eredivisie, MLS and oodles of other national soccer leagues.
The primary difference between European football leagues and the US system is promotion/relegation. Generally, at the end of each season the three teams that finish last in the top division (e.g. the Premier League in England) are moved down to the next division and the three teams that finish at the top of the second division (e.g. the Championship in England — probably not worth going into why it’s called that) move up to the top division. This happens between the second and third, third and fourth, all the way down to very low level leagues. So you could buy a local pub team in England and move it up to the Premier League, given time and enough money to invest. Red Bull the energy drink company did this in Germany.
The thing that I really like about promotion/relegation as an American who follows European soccer is that there is no tanking. In the US system, if your team is having a bad year, the games become basically meaningless and teams are encouraged to lose to get better draft picks. In the European system, if your team is having a bad year, it has to fight for its life not to be relegated (and generally lose a lot of players because they have to cut salaries). If your team is a perennial loser, you also have some years fighting not to be relegated and then some years near the top of the division below and mostly winning.
The other difference is that teams play in multiple competitions. My best analogy is a college basketball team. I’m a Wisconsin fan, and the Badgers in a season will play in a pre-season tournament, the Big 10 regular season, the Big 10 tournament, and the NCAA tournament, and those are only indirectly related to each other (i.e. doing well in one will only affect seeding in or qualification for another). A top team in the English Premier League plays in the Premier League (effectively its “regular season”), the FA Cup and the League Cup (equivalent to the conference tournaments, and England is unusual in having two for historical reasons), and the Champions League (equivalent to the NCAA tournament in that it has the best teams from across Europe and is the only real time that a team from England plays meaningful games against teams from Germany, Spain, France, Italy, etc.). The top four teams in England make the Champions League the next season (other top leagues get 4 and then smaller European leagues get fewer — the winner of the Slovenian league has to win a play in to qualify, for example), then there are a couple of lower European competitions for teams lower down in each country (sort of NIT equivalent).
Unlike college basketball, these competitions overlap on the calendar, so a team may play in the Premier League on Saturday, Champions League on Tuesday, FA Cup the next Sunday, and Premier League the following Wednesday. These competitions all end in May, so a team that is doing well may be playing to win three different competitions within a few weeks.
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