I will be taking the City Night Line train from Copenhagen to Koln and then transferring to a train Koln - Brugge. The CNL train arrives in Koln at 6:14 AM. Do you know if I am required to get off the train at that time? Or can I remain on the train in the Koln station for an extra hour or two?
Apparently not.
It looks like the CNL train that arrives at 6:14 on track 6 goes on to Düsseldorf (6:54) and Amsterdam (10:29). Another train for Düsseldorf leaves that platform at 6:29, so it appears that the 6:14 train will be gone by then.
The train CNL you've booked is the Copenhagen to Amsterdam line. Your train only makes a stop in Koln- it doesn't terminate there. So yes you will have deboard the train.