reservations on 4 county select railpass

You haven't said which country the train is in. Each country (and each railway company) has its own rules.

Your best option is to go to the station and get a reservation there.

Re: " Do all 4 country select passes require reservations?" - It is not that the passes require reservations, it is routes that require reservations. Long distance trains and high speed trains may require reservations, they may require reservations for some types of tickets (usually the cheaper ones), or it may be "recommended" (which means if you don't, and you get unlucky, you can't complain about having to stand). But each railway company is different.
Local / regional / commuter trains operate like city buses. You just get on the first one that comes, there is no reservation system.
The website of the railway company may provide more information, "Rail Europe" is just a reseller.

In what country is the train that requires reservation?

In France, certain trains (TGV) require reservations and reservations to railpass holders can be limited to less than the seats available.

In Italy, express trains and ICs require reservations but I don't think there as any restrictions for pass holders.

In Germany, only the ICE sprinter requires a reservation. It's the fastest because it doesn't make many, if any stops, but there are other ICEs the same day, almost as fa, that don't require a reservation. Other trains might recommend reservations, and they would be limited to the seats available, but you can still get on the train (and stand) without a reservation. You can purchase a reservation for German trains online.

The country is quite important. French TGV reservations are not only limited but not sold in train stations within 3 days of the train departure; on the plus side, Rail Europe often can sell those reservations as e-tickets.

You do not need reservations for most daytime trains in Germany, Austria, and Switzerland; they are optional. See also your earlier question. The DB train schedules are the best resource to know when any train leg is "subject to compulsory reservation" before boarding.