You can call a phone number in your home country wherever in the EU you may be, but that does not mean you can call anywhere in the EU.

Example : If you have a french SIM, you can call a french number from anywhere in the EU, but you cannot call a belgian one. So if the OP got a german number, he can call a german number from anywhere in the EU, but he cannot call a French number even if he is physically in France.