The only information I can find shows that the Bernina Express starts in Lugano. We will be staying in Menaggio. Is it necessary to pick up the train in Lugano? or is it possible to hop on when it comes through Menaggio?
And, if it is necessary to start in Lugano, what are the best options for getting from Menaggio to Lugano?
The Bernina Express does not go anywhere near Lugano. It runs from Chur, via Filisur and Pontresina, over the Bernina pass to Tirano.
Click here for a map: http://www.swisspasses.com/railpass/overviewmap_en.pdf
This is the website of the company that runs the Bernina Express: https://www.rhb.ch/en/panoramic-trains/bernina-express
There is no railway at Menaggio, so you cannot hop any train there. The nearest station is Lugano. There are regular buses from Menaggio to Lugano, but that is the wrong direction for the Bernina Express. There is one daily bus in summer, from Lugano, via Menaggio to Tirano. You can pick up the Bernina Express from Tirano. But you them need to plan where to stay when you get to the other end of the route (Chur or St Moritz).
The Bernina Express is just one of many regular (hourly) trains on this route. You see the same mountains out of all the trains on this route.
Look up times and prices on www.sbb.ch
The once daily Lugano-Tirano bus is marketed as part of the Bernina Express route, but it is a bus. They don't sell tickets to/from Menaggio, so I stopped thinking (years ago) that you could board the bus there.
From Menaggio to Tirano, another option is to take the boat across Lake Como to Varenna, then walk the paved road directly uphill to Varenna-Esino station to catch a regional train from Varenna to Tirano; those train schedules are reflected at www.SBB.ch.
This spring, we heard that Varenna's travel agency (Viaggi del Tivano, sells train tickets) had moved from their old location on the main road by Hotel/Albergo Baretta to the south side of the train station itself (no ticket booth in the station). The regional train tickets are also sold at other Italian stations or sold at www.trenitalia.com within 7 days of travel.
Staria,
As you're staying in Menaggio, the easiest solution to connect with the Bernina Express is the method Laura suggested - take the Ferry across the lake to Varenna, walk up the hill to the rail station and travel by train to Tirano (there are numerouus trains every day). You could buy your rail ticket prior to going to Menaggio, or buy at the Tivano tours office in Varenna. DON'T forget to validate your ticket prior to boarding the train! I wouldn't suggest going to Lugano to connect with the Bus, as you'd be covering the same route twice (very inefficient).
If you want to travel on the Bernina Express with the panoramic cars, I believe they only have one departure per day, which arrives in Chur about supper time.
