All trains from Spiez to Milan stop in Domodossola, so you are stopping there. Domodossola is the place where the Swiss train crew gets relieved by an Italian one. You can stay on the train though.
(Note, when talking about trains a "stop" means just that the train makes a stop, not that you change trains).
What you can do is book this with SBB as follows:
- Search Mürren - Milano
- Start a booking, and in the reduction field choose "GA". GA stands for GeneralAbo and that is the local equivalent of the Swiss Travel Pass.
- This way you only pay for the Domodossola - Milano part and get a reserved seat from Spiez to Milan.
Or you can:
- Search Mürren - Milano
- Look at the train details for the Spiez - Milano train. Noted train number, and when it stops in Domodossola
- Book that train from Domodossola to Milano on www.trenitalia.com
Advantage is that this is sometimes a bit cheaper. But we are only talking a couple of Euros here.
Disadvantage is that you will only have a reserved seat from Domodossola onwards. But you still can just board the train in Spiez, look for your seats, and if they are not occupied already take them. Or take just other trains nearby.
Last thing: These trains are often run with double sets between Spiez and Domodossola. Only one of those goes to Milano. Make sure you board the correct one. So pay attention to the signs, displays and announcements.