Emery is back in England after being appointed new Aston Villa manager to replace Steven Gerrard.
The Spaniard's first two games in charge of Villa are all against Manchester United, starting with a Premier League match on Sunday and another meeting in midweek in the Carabao Cup.
Emery was previously in charge of Arsenal, where he lasted 18 months before being sacked but he has enjoyed success elsewhere, notably leading Sevilla to three Europa League titles and Villarreal to another triumph in Europe's secondary club competition.
Villa are one place above the relegation zone and Emery's immediate priority will be to steer them away from danger but the former Paris Saint Germain manager has higher ambitions in the West Midlands as well.
"My dream is to win a trophy with Aston Villa," said the former Arsenal manager, who was asked if Villa could qualify for Europe this season.
"It's my personal challenge at the beginning. And my second dream, my objective could be to play with Aston Villa in Europe.
"But now we have to start thinking only [about] the next match because we are not in a good position in the table now, and each match is going to give us a lot of information from the players and I want to test, to check individually and collectively the players.
"The next match is my only focus now, Sunday against Manchester United, and, of course, playing here at home."
Villa's last trophy was the League Cup in 1996.
