There is no centralised site where you can book all these tickets, as there is e.g. for air travel.
You have to go through the sites of the respective national rail companies of the countries you are crossing.You will find the adresses of these sites by googling or via the country pages on seat61.com.
The legs from Germany to Sweden and Sweden to Belgium are bit more involved. You have to book a trip from Germany to Copenhagen via DB and a trip from Copenhagen into Sweden via SJ. A similar strategy applies from Sweden to Belgium. Buy a ticket to Copenhagen via SJ, a ticket from Copenhagen to Cologne via DB and a ticket from Cologne to Brussels via banh.de or
(better) via b-europe.be
To sum up and based on my experience, I would use the following sites:
- To and from Austria: ÖBB
- To and from Germany: DB
- From Denmark to Sweden: SJ
- To and from Belgium: b-europe.be
You can also walk into a station in any of these countries and buy tickets at an international counter. They have usually a bit more options than you may have via the www.
Remarks:
If you dislike b-europe.be (see e.g. the comments below), you can also buy a ticket from Cologne to Brussels via DB if it is an ICE or via the Thalys website if it is a Thalys train.
Again, if you dislike b-europe.be, for any reason whatsoever (see e.g. the comments below), you can buy your ticket from Belgium to France via www.voyages-sncf.com