This is an idea to dam the pillars of Hercules and then combine Europe and Asia. Amazing. Well, Hercules was supposed to have created this gap after smashing the Atlas mountain thereby joining the Med and Atlantic. Or He narrowed the straits to stop monsters coming through.
But just imagine if this had been done and this fantastic structure created. Life in Europe and Africa would have been significantly different. Whether we are talking about the trade element or immigration or electricity generation or what have you. Mind you, there would have been some issues with the Suez canal and the Bosphorus/Black Sea.. Nice fun to imagine..