There are different type of experiences for students from abroad.
For example, If you are from South America you will need a visa to enter Europe. This will do the steps more difficult and longer.
Not only that, you are going to be able to travel with the visa Schengen but this will not serve for all European countries, for example, United Kingdom.

Unlike European exchange students they do not need to make this step and can travel all around Europe with any problem at all. Also its a totally different experience because your are not so far away of your family or reality. For latin students its a different plan. They come to study and travel all around Europe in the weekend with friends.
They take advantage and travel to know everything in an easy and simple way, since in Europe everything is closely together. But for the Europeans this is a trip more of knowing "Spain" and doing a social university life, since they already know and live nearby and does not come to be the same feeling.