nasher- simple.
Firstly, check MM site for any software upgrades. I'm running version 5.4.2
Scan map, save it as a .tiff then open MM. open the Map, Map List tab at the top, and refresh the map list, not forgetting to add the folder that you have saved your scanned map into.
You should now have your map visible in MM. You should be able to move around your scanned map, add marks etc.
Click 'Map > edit Map properties' and click the box 'allow calibration' if it isn't already available.
Click 'OK'
Open the scanned map, click 'map> calibration' and a new box opens.
What you now do is zoom into a known location, mark it and then assign its actual location. You can determine its actual location by GPS if you fancy touring the area, or by using the printed grid intersections on the map itself- easier but less accurate. After the third location has been set you will see that the dialogue box has calibrated the map, each location you add/ edit will help to fine tune the map. Try to get a good spread of locations if you can, it will offer better precision. When done click 'OK'
All of this pre-supposes that the map you are calibrating is of a reasonable standard. Paper distorts with age, humidity, wear and tear etc. And as mentioned above, you will be very lucky to find maps of OS quality in continental Europe.
It is possible to build maps from downloaded screenshots from online maps. The legality of this I do not fully know- but I think in the UK (at the moment) it is not permitted. GeoPortal in France may be legal though- but I'm not certain. Italy and elsewhere may have similar facilities available, I'm not sure.
One last word of advice- NATO maps of Iceland are apallingly bad! Avoid.