No. You can book like this also :
12206 : DDN NDLS
12506 ANVT GHY
Just fill like
12206 station from DDN , station to GHY
...
more... Boarding at DDN reservation upto NDLS
.....
Onward Journey:
12506 ANVT to GHY.
The only thing u will have to reach NDLS to ANVT by own.