If you're entering the EU or a Schengen-signatory, even for a transit flight, you are required to pass through security (all passengers on any flight departing within the EU must have passed through EU-legislated security, to avoid the case where their incoming security has been lax). Some places include more (the UK requires security for /all/ passengers arrival on an international flight, regardless of the EU).
What one doesn't have to do is pass through border control or customs (unless one is transferring onto a domestic flight, then quite where you clear border control and customs varies from place to place — in the UK you clear the border at the port of entry and customs upon arrival at your final destination).
Also — just to note, I can't imagine anyone ever being actually arrested under the no-right-to-silence clause (and if they did, I expect it'd just get take to the ECHR and thrown out) except potentially for UK citizens/subjects/nationals/whatever-other-categories-there-are-that-I-always-forget (for whom entry cannot be refused).
If what you mean by not being sure how it works for transit is how it works in the US — you must posses a valid visa (probably a transit visa) or not need a visa (VWP, citizenship, etc.) for entry into the US, regardless of your further destination. Sadly, for many of us from Europe, many flights to South America require pre-approval from the US, because you cross US airspace, even though you never land.