YES, but not all are high-speed trains --btw, the name of the town is "Arcos de la Frontera", not just "arcos"... there are other "Arcos" out there (ie. Arcos del Jalón) so don't shorten :))
Don't understand your second question... what difference you refer to? besides, which "European" train system are you talking about... Europe is 50+ different countries, each with their own train authority.
As per where to purchase the tickets, for the high-speed train and long distance you can purchase online, and although the site is quite crappy, I'd go to the train operator's site, RENFE, which is the most direct way -without intermediaries, thus cheaper. For a few regional journeys, ie. Ronda to Malaga which is served by regular trains, also operated by RENFE, you can also purchase online in their website, but note that's not so for some other regional journeys.
For going from Seville to Arcos de la Frontera I wouldn't know, sorry.... is there even a train?
There's a site, www.seat61.com, run by a former British railway worker and enthusiast, that has become a sort of "bible" for everything "train" in Europe. While you can't book thru this site, there are tonnes of useful information and tips.