There are a few populations that are significantly pre-indo-european, there are some non-indo european groups who arrived around the same times. It's kinda hard to discuss "indigenous groups" in europe though since its basically a huge melting pot genetically, the phoenecians were probably in ireland before the celts got there, and its generally difficult to tie language/material culture/descent group to each other in areas where DNA wasnt well preserved before writing systems developed.

But yes, in some ways the sámi are essentially an indigenous people, insofar as any bipedal ape expansion wave can be considered non-african, especially from the perspective of modern Europeans who are overwhelmingly of Indo-European lineages and cultures.