Why do you think a lot of people live west of ural mountains?

A lot of people live east of the Urals, too. If you mean why is Europe more densely populated that Central Asia, it's because it's essentially a huge peninsula. That means many points on it have access to the ocean. This enhances mobility and trade and it also moderates the climate. Because the ocean holds heat in the winter, temperatures in "maritime" lands tend to be less extreme. East of the Urals, in Siberia, there is a "continental" climate and the winters are very cold.