Is it mandatory to purchase the rail pass BEFORE one arrives in Switzerland or can one buy these at the various rail stations?
I believe you have to get Swiss Rail passes in the USA (we got ours through Rick Steves). There are some you can buy there (the half-price ones, maybe others). The info on this rail website or Rick's books give the variations (there are lots of them). It's definitely easier to have it before you get there.
If you want a Swiss Rail Pass for travel all over Switzerland you must buy it before you go. If you are interested in one of the Regional Passes such as the one good for the Berner Oberland area you buy it there.
We had a Eurail pass which we bought before we went, but bought our regional pass in interlaken while vising that area.
Depending on the type of Swiss pass you want, you may be able to buy it there. Here is the information from the Swiss rail site:
http://www.swisstravelsystem.ch/Tickets.16.0.html?&L=2
Note that some passes have to be purchased at the border or airport, not just any train station.
I should add that if you buy it there, you pay in Swiss francs, and the exchange rate may not favor you. That is, a 3-day SaverPass, for example, is $156 if bought in the US; and 208 SFr if bought in Switzerland. I believe the $156 is a better price.