Going from Milan to Switzerland

What is your time frame?

Switzerland is a country, not a single destination.

A few more specifics about your trip would be helpful

Are you returning to Milan after this journey? That will effect the route, depending on where you want to end up.

Off hand, take the regional train from Milano Centrale to Tirano in the morning. The Bernina Express to St Moritz leaves at 14:06, so you should have a couple of hours in Tirano. You can buy Swiss Travel Passes at the RhB station across the piazza from the Trenord station where you arrive. There are couple of nice pizzerias by the station for lunch. It takes 2 hours and 14 minutes to get to St Moritz. Next day, take the Glacier Express to Zermatt. there are 2 a day that time of year, at 9:15 and 10:19. The 9:15 is showing lots of seats available, the 10:19 less so. It takes a tad less than 8 hours to get to Zermatt.

Another day, take a train from Zermatt to Montreux, then the Golden Pass route from Montreux to Luzern, The Golden Pass is actually a series of 3 connecting trains from Montreux to Zweisimmen to Interlaken Ost to Luzern. From Luzern, you can get a train back to Milan, or a train to Zurich airport.

You need to buy reservations for the Bernina Express and the Glacier Express. Only the first leg of the Golden Pass is a reservation recommended.

Sam's route is good. It chains all three of the scenic train routes together. This is zig-zagging across the country and as you see takes multiple days.
You need to look at this on a map, for example this rail map of Switzerland: https://www.sbb.ch/content/dam/sbb/de/infotexte/uebersichtskarte-sts.pdf
All these routes, like all rail lines in Switzerland, have one train per hour. You are not restricted to the branded trains, you could take normal trains. This may require extra changes. Normal trains never require reservations.

How much time do you have for this? It would be better if you spent a few nights on the way to enjoy the mountains. For example in Zermatt, Jungfrau region or Luzern.

Any suggestions on when or where to buy the Swiss Travel Pass

First question, IF you should buy a Swiss Pass. You need to do the arithmetic yourself, and compare a Swiss Pass, vs a ½ price card plus ½ price tickets, vs full price tickets.
You can either by your pass at a border station (Tirano on Sam's route), or in advance from the SBB (Swiss Federal Railways) website here: https://www.sbb.ch/en/leisure-holidays/travel-in-switzerland/international-guests/swiss-travel-pass.html
Same prices in both cases.
A Swiss Pass does not cover you for Milan to the border. You need to buy these tickets separately.

Finally, where are you going afterwards? You need to include the rail element of this in your calculations.

If you want to take the branded Bernina Express (realize that Express is tongue in cheek) and have to wait until mid afternoon for it, you could stop off at Varenna for a nice peek at the middle of Lake Como. The train station is just up the hill from the ferry docks so you could even have a little ride on the lake or buzz over to Bellagio for a little strolling. Be aware that the train continuing to Tirana only goes hourly so don't miss your fancy train.

Or if you want the route and scenery but don't need the fancy rain, take an early train out of Milano and catch an earlyish regular train on the Bernina route. Scenery the same, views the same, fewer fancy glasses and the windows even open. No reservation fee either.

(Bet you can't guess which I prefer)

If you take an earlier train you can get all the way to Chur where you pick up the Glacier Express, or its regular train equivalent. Changing trains midway on that route works well (the fancy train goes straight through) because you get to stretch your legs and have a bite for lunch. The Glacier Express takes most of a day to reach Brig so a break is welcome.

From Brig you can take a fast train to Montreux where you can board your "Golden" up the hill and then onwards to Interlaken and Luzern. At Luzern you can go back south to Milano.

Obviously you can't do that in one day, nor really in two. As asked above, home much time do you have?

You could also shorten the trip by going north to Spiez from Brig and changing towards Interlaken Ost on any train going that way and then onto the regular train to Luzern via the Brünig Pass (sit on the right leaving Interlaken Ost, you will turn around at Meiringen and be on the correct side for the waterfalls and lake views, etc.

It is quite ambitious to do all three long trains in one journey.

By the way - if you want the tilted glasses, the champagne and canned commentary and hearing lots of languages is important to you by all means take the fancy trains. It is always your choice. Just be aware that they are much less frequent than the normal trains, that the views are the same, but they are tarted up for the tourists.

As a first time poster I was delighted with the wonderful responses. I realize now I didn't give you very much information to work with, but you were all very good at reading my mind.

I think I'm going to slow down and first take the early train from Milan to Tirano.....then I'm going to forgo the fancy train and go for the train with the windows that open.

I'm still planning on how I want to do the Glacier, but overnight in St Moritz sounds right and take the Glacier or the local (depends on which I decide) to Zermatt. Stay there for a day or two - then on to Zweisimmen and the Golden Pass. Still have to do the math........

Again, thank you all for your excellent advice!