The Schengen Visa

The Schengen Visa enables people from outside Europe the right to move freely within the signatory countries of the Schengen Agreement as internal borders checks no longer exist within Europe. You will need to apply for a Schengen Visa if you plan to study in Europe in any of the states listed below:

Austria, Belgium, the Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Italy, Latvia, Lithuania, Luxembourg, Malta, the Netherlands, Poland, Portugal, Slovakia, Slovenia, Spain, Sweden (but not Ireland and the United Kingdom) plus Iceland, Norway and Switzerland (which are not EU members).

Source: Europa.eu: Travelling in Europe