The Asian subcontinent.
They are Asian.
If we take the urals as a separating point then technically India is also a continent
Linguistically the majority of people in the Indian sub-continent (95%+) are Indo-European speaks (70% Aryan, 25% Dravidian).
Racially the lines are similar with 70% being Aryanic and 25% being Dravidian -- another line of Caucasians
They have no racial or linguistic relationship with East Asians (Chinese, Japanese, Koreans, etc) but have ties with Semites and South-East Asians and a lot of ties with Europe right from the times of Alexander the Great.
Asian as in From Asia, not as in “Oriental” as a Japanese or Korean, etc.