Suppose you have to travel between points A and Z in the UK.
If you travel by bus, you will usually have to buy a ticket for each stage of your journey. Thus if bus No. 1 takes you from A to M, and bus No. 2 takes you from M to Z, you will have to buy a separate ticket on each bus.
Some bus companies offer "transfer tickets", for journeys that involve a change from bus No. 1 to bus No. 2. However, this would usually only be the case if the same company ran both services.
If you travel by train, on the other hand, you do not usually have to buy a ticket for each stage of your journey. You buy a ticket from A to Z, and any reasonable route may be taken. You may change trains as often as is necessary, without further charge.
(Some tickets do exclude certain indirect routes. In the south of England, for instance, it is often quicker to travel from A to London to B, rather than directly from A to B. In such cases, your ticket may state "Not via London"; a ticket that includes a change in London will be available, but more expensive.)
Have a good weekend,