The first thing you need to know is that there is no direct train connection between Russia and Spain. Therefore, be prepared for transfers along your travel route.
After arriving in Barcelona and making a transfer there, you can easily travel to Madrid and other Spanish cities, as the Spanish railway system offers a variety of routes. If you wish to visit or see other cities and countries along the way, you can choose alternative routes with more transfers. For example, there is the RZD train "Moscow–Nice" (017В), which travels through Russia, Belarus, Poland, the Czech Republic, Austria, Italy, Monaco, and France, making stops in major cities such as Minsk, Vienna, Innsbruck, Verona, Milan, and Genoa.