We are then going on to Sorrento - what Circumvesuviana Train do we
take to Pompei then on to Sorrento?
Liz, it's unclear exactly what your plan is but I sincerely hope it's not getting right off an international flight, doing the museum + Naples walk, and then trying to see Pompeii on your way to Sorrento. This would be an ambitious plan even with a FULL, non-jetlagged day to do it, which you do not have. Where are you flying from?
The scavi (excavation of ancient Pompeii) is huge, complex, and can easily eat the lion's share of a day depending on how interested (and awake) you are, and museums are almost never a good idea right off a long flight. All that aside, I'll agree with Phillip that you just don't have time to cram all of this into an arrival afternoon.
Here's another version of Circumvesuviana schedule that's a bit easier to read: they've eliminated from the chart a bunch of stops that the vast amount of tourists don't get off at, and includes some basic instructions.
https://www.sorrentoinsider.com/en/naples-to-sorrento-train-schedule
Napoli Garibaldi (the Naples station you want) is connected internally to Napoli Centrale, and you'll buy your tickets there. In ALL CASES they MUST be validated before boarding the trains. Fines are high if caught without a validated ticket, and checks can be frequent. Depending on your journey, you'll either purchase a ticket straight through to Sorrento or to Pompei Scavi - Villa dei Misteri station, which is right in front of the main entrance to the excavation. Then purchase another ticket at the Pompeii station to go onwards to Sorrento, although it's possible that you could buy both in Naples and just validate the 2nd one before boarding the 2nd train.
You can reverse this schedule with the "Choose the route" dropdown. There is luggage storage at the scavi.