Theresa,
Thanks for the additional information. If you flight arrives "about" 08:30, I'd probably allow for at least an hour to de-plane, collect luggage and go through Passport control. Add another 15 minutes or so to get to the airport station and buy tickets. That means you may be able to connect with a 09:43 departure from MXP to Milano Centrale (the direct trains to Centrale run at :19 and :43 after the hour).
If you're going to Vernazza, unfortunately there will be a short layover at Milano Centrale. The most likely train will be a departure at 12:10, arriving at 15:26 (time 3H:16M, one change at Sestri Levante, first segment via InterCity so reservations compulsory, second segment via Regionale so DON'T forget to validate before boarding the train). One note to mention regarding the compulsory reservations, is that these are included with P-P tickets. When the train arrives in Vernazza, be prepared to disembark promptly as it won't stop for long.
The trip from the Cinque Terre to Venice is fairly straightforward, but will take the better part of a day (when all is considered). One of the shortest trips will be a departure from Vernazza at 09:28, arriving Venezia Santa Lucia at 14:20 (time 4H:52M, 3 changes at La Spezia Centrale, Pisa Centrale and Firenze SMN, first & third segments via Regionale, second & last segments via InterCity and Freccia). There are numerous other departures but many of the others are six hours or more. You can check all the solutions on the Trenitalia or Bahn .de websites.