In the UK train system, "X o'clock service to place Y " is just short for the "the train at X 0'clock that goes to place Y." "Calling at" of course indicates where the train stops along the way. So in the example above, "The train that leaves at 15:20 goes all the way to Bath from this station and it will also stop at Swindon along the way. This train started at Paddington station and left there at 14:48."