Going to Munich for a week but want to ski in Switzerland

Klosters would be a 3-5 hour train ride.
But you should specify the level of skiing i.e Beginner Intermediate Advanced you are looking to do

Are you talking about this season? Austria will be a lot closer and a lot less expensive. Kitzbuehel is 2 hours, Mayrhofen in 2 1/2 hours, St Anton in a bit more than 3 hours. Klosters, at 5+ hours is good if skiing in Switzerland is a bucket list item. There is a cable car station right at the Klosters Platz train station.

You could also take a week end ski bus to Ischgl, Austria, probably in about 3 hours. Take the lift up and ski down the other side and you are in Samnaun, Switzerland. Warning, Ischgl has the reputation of the wildest apres ski scene in Austria, a country already known for its wild apres ski.

Is there an special reason why you want to go to Switzerland over other places in the alps? What kind of skiing do you want?

Personally, if it were me, I wouldn't bother trekking the extra few hours there just to ski with so many good places in Austria that are much cheaper.

You don't even need to go as far as Austria (not that it's particuarly far from Munich anyway). Germany's two largest Alpine ski resorts, Garmisch-Partenkirchen and Oberstdorf, are both easy accessible from Munich in under 2 hours.