Each country has its own agreed process to follow if you are unhappy with your treatment. Who you complain to will depend on which part of your treatment you are unhappy with. If it is not your own doctor you are unhappy with then it is usually a good idea to talk to him first.
If you are unhappy with your own doctor you may find it helpful to contact a patient advice service or patient liaison organisation. The Parkinson’s association in your country should be able to provide contacts and advice - the EPDA website contains the contact details for European and international Parkinson’s organisations.