Zurich, Switzerland to Lourdes, France

Look up train times on: http://www.bahn.de or www.sbb.ch
This is a 12 hour train journey involving multiple trains. For example, one option is:

(station) (depart time) (Train No.) (station) (arrive time)
Zürich HB 08:32 IC 710 Genève 11:16
Genève 11:30 RE 96562 Lyon-Part-Dieu 13:22
Lyon-Part-Dieu 13:36 TGV 5319 Montpellier Saint-Roch 15:30
Montpellier Saint-Roch 15:58 D 4763 Toulouse-Matabiau 18:12
Toulouse-Matabiau 18:30 IC 14155 Lourdes an 20:25

"Do we need to buy additional train passes for the trip to Lourdes" - I can't answer this, as I don't know what passes you already have. But, if this is your only train journey in France, and even if it isn't, it is most times cheaper to buy an advance ticket from Zürich to Lourdes.

The Bahn schedules link will also tell you which legs require a seat reservation, which costs extra with a rail pass. On the route Chris described, you'd have to reserve the leg by TGV from Lyon to Montpellier.

There are also departures that require only one train connection, which is at Paris, and both legs are by TGV. However, the seat reservation fee between Zurich and Paris much higher than most regular reservations, up to $80 per person this year in 1st class or $40 in 2nd. These TGV reservations are best made weeks in advance, since the places for pass holders are limited.

I would consider flying, perhaps on Swiss Air from Zurich to Toulouse for $85; check more prices at www.skyscanner.com. In that case, you would need less rail pass.