The Caucasus is the area between the Black Sea and the Caspian Sea. The Caucasians come from there. The Caucasus includes part of southern Russia (in Europe), Georgia and Azerbaijan (each in both Europe and Asia), Armenia, northeast Turkey and northwest Iran (all in Asia).
The Border between Europe and Asia is human artefact and quite arbitrary. The people on either side of the border are exactly the same so if Europeans are "white" then Asians are also "white". Turkey and Iran are considered to be part of the Middle East but the rest of the Caucasus is not.
Caucasians, therefore can be "white", Asians, Europeans or Middle Easterners and any combination of them.