The thing is, you used to be able to buy a ticket from, say, Lisbon to Copenhagen, from any ticket booth, and just take any reasonable train on the (multi-day) route. But nowadays many national railway companies use yield management, so that original price is now the full price which is a lot higher, and actually you simply can't buy such tickets anymore, you must use booking systems that just cannot book all trains. In some countries such as France and Spain reservations are now obligatory for long-distance trains.

At some international ticket booths you can still book complicated trips, but if you try to book them yourself over the internet, you will have to cut up the trip into separate parts which are treated as separate trips for the travel guarantee, so if you miss a connection due to a delay beyond your control you don't have the right to take the next train if it's not part of the same trip.