Automotive sites in Milan center city

Ferrari is based in Maranello (near Modena), Lamborghini and Maserati near Bologna, so those museums are there. However Alfa Romeo is based near Milan, in the city of Arese, therefore you can visit their museum, which is actually one of the top 3 auto museums in Italy.

https://www.museoalfaromeo.com/en-us/Pages/MuseoStoricoAlfaRomeo.aspx

This is the Google Maps location
Alfa Romeo Museum
https://maps.app.goo.gl/h5s1puhmsr4wYGmK9?g_st=ic

Monza track is located just outside the city. Avehil simulators is just outside the track. While only available for pro drivers, they may enjoy looking around. https://www.avehildrivingsimulator.com/en/

The F1 Monza store is also here. https://f1monza.com/en

Thanks so much Roberto and Marc. We appreciate your suggestions

If you are really passionate about supercars probably you should plan to do a daytrip to Emilia-Romagna, where the most of Italian supercars producers are located. By train from Milan you can reach Modena or Bologna then arrange a transfer to the several museums and factories in the area.
Here you can find a list of museums: https://www.motorvalley.it/territorio/#musei
Coming back to Milan, there aren't cars museums in the city, but there are some not very far. Here you can find a list: https://www.regione.lombardia.it/wps/portal/istituzionale/HP/DettaglioRedazionale/scopri-la-lombardia/visitare-la-lombardia/musei-dedicati-ai-motori
In Milan there are of course dealers, but I don't know if they are happy if you simply enter there like in a museums. Lamborghini: https://www.lamborghini.com/it-en/concessionari/lamborghini-milano. Ferrari: https://www.rossocorsa.it/
Ferrari has an officiale store in Milan: https://store.ferrari.com/it-it/store-locator/stores/ferrari-store-milano

Very good advice. Thanks Ricky