My wife and I are arriving Milan (MXP) at 08:20 am. How long should it take us to go through immigration's and arrive down town via the train? We are going to purchase tickets to tour the Duomo.
Impossible to predict as it depends on how many international flights arrive simultaneously. Generally my experience at MXP in the last 10 some years has been good (after Alitalia abandoned MXP as its main hub) but you never know. Consider that if you go in the next 3 months, while Milano Linate airport is closed, all flights from the two airports are operating out of MXP
Take the train from MXP to the Milano Nord Cadorna train station, from where it's only two stops on the Metro to Duomo.