Pretty much as Charley says. The radios worn by students aren't for communications with anyone other than listening to what the instructor / coach on the ground says. Although in case of an issue like landing off in a field somewhere, the radio could be used to communicate back to the instructor. In US / Canada, the radios might commonly be of the inexpensive FRS style, a system that doesn't exist in Europe. (The usual issues of different regions having different frequencies allocated to different things, I suppose.)
Occasionally, very specific groups of skydivers have used other communications systems -- They have set up Bluetooth or similar headset based systems, as motorcyclists have used, but they aren't widely available or in common use. Has been used by Canopy Relative Work jumpers who are flying under canopy making formations with each other, or, say, wingsuit jumpers with full face helmets (keeping the sound level down), to assist in freefall communications.