They are Free to travel anywhere they want they just need a Visa to get around and the Visas will be stamped when they are to be back home. I would imagine they have different types of Visa's but the Schengen Visa only lets them Travel to Destinations within the Schengen Zone for a certain amount of days. It used to be 90 days and 180 days if you were a Student going to school or if it was work related. After they return home then they have to wait 90 Days before they can apply for another Visa. If they return home on an Expired Visa then they are penalized for a certain length of time before they can Travel outside their country. If they are a frequent traveller it's best not to return home with an Expired Visa.
Years ago back in the Stalin Days they needed a Visa just to go from One Town to the Next.