The European X-ray Free-Electron Laser (EuXFEL) Facility is the leading international scientific center for studying the structure and properties of materials using coherent X-rays with high temporal and spatial resolution. The results of the collaboration of the EuXFEL experts and the researchers of the ITMO University in 2015–2022 are briefly described. The unique possibilities of the EuXFEL are demonstrated by an example of studying the ultrafast magnetic dynamics by the researchers of the ITMO University in 2019.