In the last decades, an increasing number of employers and job seekers have been relying on Web resources to get in touch and to find a job. If appropriately retrieved and analyzed, the huge number of job vacancies available today on on-line job portals can provide detailed and valuable information about the Web Labor Market dynamics and trends. In particular, this information can be useful to all actors, public and private, who play a role in the European Labor Market. This paper presents WoLMIS, a system aimed at collecting and automatically classifying multilingual Web job vacancies with respect to a standard taxonomy of occupations. The proposed system has been developed for the Cedefop European agency, which supports the development of European Vocational Education and Training (VET) policies and contributes to their implementation. In particular, WoLMIS allows analysts and Labor Market specialists to make sense of Labor Market dynamics and trends of several countries in Europe, by overcoming linguistic boundaries across national borders. A detailed experimental evaluation analysis is also provided for a set of about 2 million job vacancies, collected from a set of UK and Irish Web job sites from June to September 2015.