The Belgium Embassy/Consulates of Belgium in U.K grant Belgium Visa & Schengen Visa that allows the holder to visit any of the 26 Schengen States of the Schengen Zone.
If you are visiting a single Schengen country like Belgium, then you need to apply for Visa at that country’s Embassy/Consulate (Belgium Consulate/Embassy in this case).
If you plan to visit more than one Schengen Country, then you need to apply for Visa at that country’s Embassy/Consulate in which you will stay for the longest duration. If you are planning to visit several Schengen countries & no significant destination is defined, then apply for Visa at that country’s Embassy which is your first point of travel destination.