Just a general question: if I buy train ticket on line, how I can exchange it for real ticket? Or I will be allowed on the train with a ticket print out?
You get an e-ticket which you print out. No need to exchange it: just get on the train.
You can even display it in an app on your phone if you want.
You can get a real ticket if you want too. Go to one of the SNCF machines (yellow and white) and select the option to collect a e-ticket. You need a 6 letter reference and be asked to enter your name too. This will give you one of the long rectangular tickets.