Getting from Zurich airport to Lauterbrunnen

You can purchase from a kiosk at the airport, but I suggest downloading the SBB app in advance and purchasing with that (you can do it while you wait for luggage for example).
For that amount of time, I would purchase the half fare card. It makes all train travel as well as the cable car, etc. half price.
Hopefully someone can advise on the onward travel, as it's been many years since I traveled from country to country. Often, point to point tickets are just fine.

ETA The train station is below the airport, just follow signs.
The train website shows a comparison of all of the fare discounts, but I was in Murren four nights and I found the half fare card the best option.
https://www.sbb.ch/en/travelcards-and-tickets.html

I went to Lauterbrunnen from Zurich airport his past August. The helpful SBB agent at the airport suggested the scenic route through Lucerne and I was very glad she did - so many beautiful lakes along the way.

Note, the word kiosk is used differently in our country; there are shops named Kiosk everywhere, but they do not sell tickets.

For your journey to Mürren you could buy a Saver Day Pass in advance (only online available). It covers all public transport on the chosen travel day and is valid on any train.

https://www.sbb.ch/en/travelcards-and-tickets/tickets-for-switzerland/day-pass/saver-day-pass.html

The ride via Lucerne is indeed scenic but takes multiple hours; it might be wise to take a night stop at Lucerne, all depending on the flight duration and jetlag.

Eurail is not recommended for travels to the Berner Oberland, or if your intention is visiting the Alps. It is not offering any major value.

Yes by kiosk I meant a bank of machines.
If you need assistance from the SBB staff, be sure to make an appointment--the line was dozens long on my arrival.
I had a bit of a hiccup because my cell service did not initially "take" (TMoblie is usually seamless when I arrive overseas, so just a fluke). A helpful staff member on the platform sold me my ticket when the app would not load. It helped that I was buying first class--I needed the serenity after an overnight flight in coach. The major benefit of the app is that you will know your stops.
The one difficulty I had was not knowing when to change trains and I only figured it out when an agent at another station gave me a paper with the changes listed by time and platform--it was extremely helpful! Luckily all of my other train rides were simple.

Thanks for all the great advice! I appreciate it 😀

Taking the scenic route through Lucerne takes about an hour longer than going via Bern. In my case, I had to kill time anyway between the airport and Lauterbrunnen because I couldn't check in to my lodging prior to 4:00 pm.

https://www.sbb.ch/en

I have used the SBB website to check train schedules and preview my trips. If you drill down on the trains you can see the number of stops and platform the train is expected on. Do note that the fares listed assume you have the half fare card.

We've gone from Zurich to Lauterbrunnen the past two years. Once we land we buy our train ticket at the train station connected to the airport as others have mentioned. Both years we bought the Berner Oberland Regional Pass before arrival. We only have to buy a train ticket from Zurich to Bern as once we've reached Bern our regional pass covers us the rest of the way. The pass is good for trains, ferries, cable cars, gondolas and funiculars in the BO region which is a large area. We like the convenience of just showing the pass.