Several locations in Italy have similar names, and sometimes we speak about places by their anglicised names - think Florence for Firenze, Rome for Roma, Venice for Venezia, etc.
There is a large city in the northwest of Italy that we call Turin - where Fiat cars come from and the fabulous coffee and chocolate drink called Bicerin. https://en.wikipedia.org/wiki/Bicerin What we call Turin is called Torino in Italian, and that's what is in your question.
A very small town northeast of Milan (Milano) beyond Lake Como is called Tirano. It is right near the Swiss border, it is the final station on the Trenord local commuter train from Milano Centrale, the main station in Milan. Just across the piazza from the Trenord station is the RhB (Rhätische Bahn) Swiss railway which runs the Bernina Express, named for the high Bernina Pass that it traverses on its way north.
Making connections between different railway companies is the normal procedure, just the same as making connections within one company. So you can buy a ticket from where you are to your destination and just change trains along the way.
So you could have one ticket all the way to Interlaken from Milan routed via Bernina, or in your case you just need your Eurailpass and reservations for those trains which require them, including the fancy Bernina Express but no reservations if you choose the normal trains on that route. The Trenord trains don't need reservations, nor do the connecting Swiss trains after you get off the Bernina Express in Chur or an intermediate station.
So for your three questions - number 1, no. You get that in Tirano, but you can take the Trenord train from Milan to Tirano.
Question 2 - see above
Question 3 - that's right - but didn't you decide on the Eurailpass? In which case on regional trains in Italy in 2nd class you just get on and when the train captain comes through show the Eurailpass.
I hope that helps...