I think the railway ticket actually counts as a leg of your flight, the same as if you completed your trip on a connecting plane. I think you'll even get frequent flyer miles as though it was a segment. I doubt you can refund this separately with the train people since it was issued by the airline.

By the way, a good source for European Rail Passes is http://www.europeonrail.com/

Many passes can't be sold in Europe, so you'd be better off ordering in the U.S. and bringing it with you.