The Milano Centrale station is an amazing sight in itself, you could easily spend an hour at the huge station checking out the architectural detail, watching the hustle and bustle of passangers and trains. It's one of the grandest stations of the world.
https://retours.eu/en/29-milano-centrale/#
Should you decide to head into downtown to the cathedral square you should take tramway 1 instead of the metro(=subway) at least for the trip into town. You'll get to see more of the city and the last time I was there(3 years ago) the trams on the line 1 were still the very old type which was a great experience(like a heritage tram in regular service, complete with the original "No spitting!" signs and wooden benches.
https://en.wikipedia.org/wiki/ATM_Class_1500
You need to walk away a bit from the station to find the tram stop, than alight at the stop in front of La Scala and walk through the Galleria to the Dome Square. I think this is the best introduction to Milano.