Basically trains are operated by the national railway (or a local railway) of the country they operate in. So a train from for example Munich to Vienna is operated by DB while in Germany and OBB while in Austria. If you travel on that train you will see that the German crew will be replaced with an Austrian one in Salzburg.
But railways can act as each other's agents. You can actually buy a ticket from, eg. Prague to Munich at the ticket office in Vienna Central station without any issue. The railways do operate (To a certain extent) as a Europe wide network. Especially in Central Europe. As a result buying a ticket from OBB does not automatically mean you travel on an OBB train. That is only the case if you buy a ticket for travel in Austria.
What however happens is that often railways have special discounted tickets available, that they only market themselves. That is why you can sometimes find cheaper prices for Prague - Munich on CD than on DB for example.
Note that Salzburg - Prague, while not particularly fast, is not difficult. It is indeed train to Linz, where you change for another train to Prague. But changing trains is a normal and expected feature of train travel. Do not worry about that.
My general advice is:
- Book your ticket with the national railway of the country where the trip starts. That way, if there is an issue you can just go to the ticket office at the station and talk to a human...