Yes, (snow) sports equipment (skis, snowboards, golf bags, etc.) can be taken with you. There are separate luggage compartments in the train. Some railways even offer special luggage facilities for skis and bicycles. Please note that an additional “bike ticket” must be purchased for bicycles. Other sports equipment can be taken with you free of charge.
If you would prefer to travel without having to worry about your luggage, you can also have your sports equipment sent ahead of you – from station-to-station or from hotel-to-hotel.