I agree with Che,
Having lived in Europe most of my life, I would only be leery if this
store was in an area that caters to American tourists. Cuban cigars are easy to come by and are not a big deal. If the store is in an area that caters to mostly locals, I would feel safe. A store selling fakes to locals would end up with a brick in thier front window before too long. The price point will also be a good indicator.
A Montecristo #2 should be around 18-20 Euros, anything much less that that should sound an alarm.