Obviously God created the world, set the laws of nature and of men, sent forth the prophets, then Jesus and finally gave the Church his authority on earth. More than that though, when you are born you are ritually baptised into the church, every meal is probably prayed over, your name will partially incorporate a Saint's. Through your life there will be Saint's and prayers for all activities, most places will have some religious connection, the major festivals will be religious, all in authority will claim that their position is derived from God, every week (or some regular cycle) there will be community church as well as other ritual things that people dos like confession, when you are married it will be religious. Most literary works will have a strong religious and miraculous component, intellectual activity will be couched in religious terms. And then, when you die, there will be a ritual for that to, it goes without saying that all your life you have looked to religion to order your thoughts on what lies beyond the point of death.
What makes religion so potent is that since it is everywhere, pretty much all social activity reproduces (modifying it in the process) and reinforces it's important role in some way. The secret insidious element of it's durability is that even if the actual things done by those in religious power are frequently obviously bad and and the divinely ordained natural order is only leading to a life of suffering, the individual is led by the religious things that they do (and Church teaching) to focus on a settling of accounts in the world beyond and conforming to the divine will in this one. The key agent in ensuring that the religious things that people do produce the "right" type of Christian society is of course the organisation known as the "Church". The first objective of any organisation is to reproduce itself. The Church, controlling as it does most religious ideas and all the important religious things people do, as well as possessing direct targeted punishments like excommunication or charge of heresy, has a formidable (though bounded) ability to shape society. Even your own thoughts and private actions are not beyond it's control, the church has a ritual to deal to those too: you will attend confession where you will (on risk of eternal damnation after all) truthfully confess and subject yourself to punishment, for most, even performing such an act of submission can profoundly shape their actions.
For all that, it is religion or Christianity that holds European culture together. It is the common factor throughout society, it provides a common language, common literature, considerable intellectual contributions and much comfort to people. The ideas found in Christianity motivate people to great selfless acts of kindness and giving, to defend the weaker in society, to care for the sick, to care for those who are neither kin nor friends. The Catholic church itself works to mitigate against the violence underpinning European society by promoting truces amongst Christians as well as peace and law. Most of all, the Church with all it's religious things for people to do and teaching about everything in the world offers the hope of eternal salvation for the people of Europe and simple and clear way to make sense of the world. Despite growing calls for reform both amongst the faithful and amongst bishops (not to mention amongst heretics), the Church remains the only game in town for true redemption. However, the foundations are definitely crumbling.
Here in the 15th Century Sacrum Romanum Imperium, Religion also "works". You may not like the Church, but you do believe that God acts in the world, that Saints provide aid if petitioned and that Churchmen and women have special access to direct theses for your good or ill.