How and where to buy Campania Express tickets from Naples to Sorrento online?

Those tickets are available online.

http://ots.eavsrl.it/web/public/ots/ticket/index

You may need google translate

The Express runs only 4 times a day, whereas the Circumvesuvian has many trains. Both run on the same track. I've traveled it frequently & have never had any problem. I'd rather get there the fastes way possible instead of waiting.

As Gerri said -- you may have a long wait in the Naples station for the next Campania Express. Last trip to Sorrento we just jumped on the Circumvesuviana.

Be aware that the Campania Express only runs from mid-March to the end of October. Otherwise you'll have to take the Circumvesuviana, a bus, or a ferry to Sorrento.