It's just that you need to go to the ticket office of the transit point to sign it when you are in the transit point. There is usually one at the exit. Then wait for the bus to go to your destination. For example:
The ticket you bought from Beijing to Urumqi. I have to change planes in Jinan.
Then you can buy tickets from Beijing to Jinan first. Then there's a transfer sign at the exit of Jinan Station. Sign, transfer from Jinan to Urumqi. It's like flying to Taiwan Province province. You need to transfer in Hong Kong.