Well yeah, you can check up to two bags all the way to your final destination and you get paper tickets at the first station similar to boarding passes. A train conductor scans the tickets on board through a hand-held device. Failure to get your tickets scanned in time will result in you receiving an auto-generated e-mail and text message informing you that your ticket and all the connecting legs have been cancelled.
For a station with limited facilities, there's little scanning of baggage. Also if you're travelling to an un-staffed station, you cannot check the baggage in.