Schengen Countries is a set of 26 countries where visitors can travel freely among these countries using a single common Schengen Visa. It includes Austria, Belgium, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Italy, Latvia, Lithunia, Luxembourg, Malta, Netherlands, Norway, Poland, Portugal, Slovakia, Slovenia, Spain, Sweden, Switzerland etc
You have to apply for visa at consulate of country where you will be staying longest or country of destination i.e. port of entry country. At time of application you need to declare all places you are planning to visit which will be the port of entry and last destination. Once you receive the Schengen visa you can move freely in Europe among the Schengen countries.