Hi Anna -
There isn't a non-stop/no changes train from Fiumicino airport direct to Milano Centrale. You need to take the Leonardo Express train to Roma Termini and a "fast" train to Milan from there. There are many trains which do this run every day so you just choose the one that works best with your schedule. I see that you've already been given the Trenitalia website link, and Italo also makes the Roma Termini> Milano Centrale run several times a day too; I see that you were also provided a link to that website.
Temini to Milano Centrale, no changes, takes abt. 3 hours + 15 to 40 minutes, give or take a few minutes. The Leonardo Express takes 32 minutes from airport to Termini.
https://www.trenitalia.com/en/services/leonardo-express.html
Due the potential of delayed or cancelled flight or other potential snag, I don't advise buying Express tickets in advance, and the same goes for "fast" train tickets from Roma Termini to Milan unless you buy a ticketing fare tier that allows for a change. Otherwise, just purchase them when you arrive at the airport or in Rome.