Well, in theory, господин\госпожа is the same as mister\ma'am, Herr\Frau, monsieur\madame etc., but it's not used in everyday speech. Sad thing, Russia currently doesn't have any common honorific title. Bolsheviks replaced old form (господин\госпожа and сударь\сударыня) with товарищ, but after collapse of USSR it fell into disuse and nowdays you can hear awkward мужчина\женщина when someone addresses to a stranger.
If people can see that you are foreigner you can use господин\госпожа when you would use its equivalent in your native language (I guess the rules are common for all European cultures?).