Multi-country train passes do not include city transport. You will need to look at each city to find their multi-day passes. The Swiss Travel Pass does include urban transport, but only in Switzerland.
You have plenty of time for this and the first part, Rome to Venice is straight forward, as is the second part of Switzerland to Paris then Amsterdam. You can buy discount nonrefundable tickets now, once you have finalized your itinerary.
The middle part in Switzerland is where you need to nail things down. You will be there in mid to late October, and the high resorts like Zermatt, Wengen and Muerren can get snow that time of year, so be prepared. Also, the sun will be setting between 6 and 7 and mountain valleys will get dark before that, so take that into consideration when booking scenic rail trips. Daylight Savings Time ends Oct 28 in Europe, but you should be out of Switzerland by then.
The Bernina Express and Glacier Express require seat reservations, the the cost of those is not reduced by a Swiss travel Pass or Half Fare Card. Because the straight through Bernina Express to Chur gets in after 6 pm, the light be be fading. Take the early one as far as St Moritz and spend a night there, then take the Glacier Express in the morning from St Moritz. The first part to Chur covers the exact same track as the Bernina Express.
Do you want to spend time in Zermatt? Since it is a year-round ski resort, it will be open as usual. If you don't want to spend time there, do as Chris suggests and get off the Glacier Express at Brig and take a train to Montreux from there.
You could also go to Interlaken from Brig, then the Golden Pass to Montreux and go to Paris from nearby Lausanne on a high speed train.
Finally, for the route from Venice to Tirano, I might suggest a stop in Varenna Italy on Lake Como for a few days. You have time and it is on the train route from Milan to Tirano. That way, you could get to Tirano in the morning to take the early (10 am) Bernina Express to St Moritz.
Trains in Switzerland are all the same price, and unreserved except the Glacier and Bernina Express trains which have panorama cars and upgraded meal service.
So now is the time to decide where and how much time to spend in all these cities. Should be a good trip.