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Could we fire a heavy, long (i.e., 50 meters), spear-shaped object into the icy-surface from space and then when momentum stops, gravity gradually moves weights down inside copper tubes the length of the object like electrical-generator components generating electricity to heat the tip for melting the rest of the way down?

The major limitation in this plan is going to be the energy of the objects that you let fall. All of the essential equations happen to have a cross sectional area term in them, so we can actually do some useful calculations: how far do you have to drop something to get the energy needed to melt a length of ice?

Let's start with density. The best object to let fall is going to be the densest thing you can find. Osmium, at $22g/cc$ ($22000 kg/m^3$) is the densest thing we can muster. From physics, we know that the potential energy due to gravity of an object is $PE = mgh$. Substituting in $a$ for cross sectional area, $l$ for the length of the Osmium slug, $d$ for the density of osmium, and $L$ for the length of the spear, we get $PE=dalg(L-l)$.

We also know that 1cc of ice takes a lot of heat to melt. Europa's ice is at -160C, and ice takes roughly 2J/cc-K to melt (actually it's 2J/g-K, which is a little different, but they'll be similar enough results for this back of the envelope exercise). That means it takes 320J to raise 1 cc of ice to 0C. We then need to impart 330J/cc or so to melt it (334J/g, technically... and again I'm handwaving the density because this is just back of the envelope). Put them together, and it takes $660ax$ joules of energy to melt a cross sectional area $a$ $x$ cm deep. To switch that over to meters of depth, it takes $66000ax J$ joules of energy if $x$ is written in meters.

These energies will be the same, so $dalgL=66000ax$. This makes it clear that the cross sectional areas cancel, yielding $dlg(L-l)=66000x$. If we're limited by total length, $l+L$, a bit of calculus will show that the best results we get are when the drop length and length of the Osmium slug are equal, $l=(L-l)=frac{L}{2}$, so we get $frac{1}{4}dgL^2 = 66000x$. The gravity on europa is 1.31m/s^2. Thus now we get $7205L^2 = 66000x$ or $L=sqrt{9.16x}$. Since we handwaved a bunch of stuff, I'm going to round it slightly to $L=3sqrt x$

What does this mean? To get through the 19,000m we need L=413m. Now we've been rounding a bunch, so let's do it once more. Let's call L=500m. This means you have a 250m long slug of Osmium, resting in a half-kilometer long object. That's what it takes to really melt the ice, assuming everything goes absolutely perfectly. Practically speaking, you'll run into issues melting ice fast enough to not waste energy into the surroundings. You're likely to be talking about a kilometer long object!

My personal recommendation is to land kilometer long spacecraft into ice sheets. Land them gently. Don't try to impact them. The structural effects caused by trying to plow through all that ice would be brutal. It is almost guaranteed that you will crumple those tubes you are relying on. Oh, and Osmium is very brittle, so you're likely to shatter your weights.

No

Heating the tip doesn't heat the rest of the spear and the ice will just close and hold the spear along the rest of the shaft.

I'm also doubtful a moving counterweight could generate enough energy to melt a path for the spear.

I don't think we need any special technique for getting through the ice. We have drilled about that deep through rock for oil right here on Earth.

I think there are two much bigger problems to deal with. First, think about how big the equipment for drilling through ~10km of ice will be. Now remember you have to get all that junk all the way out to Europa. And once it's out there, you have to land it; and Europa doesn't have an atmosphere so you can't use parachutes. Look at how much trouble SpaceX has had landing mostly-empty boosters. Now imagine trying to land an oil rig ~630 million kilometers away.

Second, what happens when your drill finally breaks through the bottom of the ice? The ocean down there must be highly pressurized; ~10km of ice weighs a lot after all, even in reduced gravity. So what's stopping that water from shooting up the bore hole at the speed of sound and destroying all your equipment?