Novita, the schengen visa is checked at the first point of entry into the EU country (London, Spain, ...) then you are free to roam any of the 14-24 EU countries without being checked by immigration. But note that at the time of booking your railway tickets to cross into all other EU countries, they asked your passport and take copy of visa to ensure that you are an official visitor to EU countries.
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Novita, the schengen visa is checked at the first point of entry into the EU country (London, Spain, ...) then you are free to roam any of the 14-24 EU countries without being checked by immigration. But note that at the time of booking your railway tickets to cross into all other EU countries, they asked your passport and take copy of visa to ensure that you are an official visitor to EU countries.