In theory, you should always travel by the shortest distance between departure and arrival stations. But you can take a different route if it'll get you to your destination faster.
However, you can never start further back than your departure point or go past your destination point and then come back to it unless you have paid for these journeys (‘Via ticket’).
If you'd like to extend your journey beyond the station shown on your ticket, buy a route top-up before leaving the station (you can also buy cards for 10 top-ups). If you would like to use a high speed train during your domestic journey (ICE, Thalys, TGV), please don't forget to buy a surcharge at the ticket counter.
Also for journeys to Maastricht, Roosendaal, Lille-Flandres, Aachen and Luxembourg (I) a special ticket is required for travelling to these stations. If your journey requires a combination of train, bus, tram or metro, you need to buy a ticket from these companies too. You can find more information about the tariffs on the websites of the other public transport companies (De Lijn, TEC, MIVB/STIB).