Train to Milan

Donna, There are numerous trains from Monterosso and the other C.T. towns to Milan every day. You can use the Trenitalia website to determine which one would fit best with your plans. Some of the trains from Monterosso to Milano Centrale are direct (no changes) with a travel time of ~2H:50M, and I'd suggest using one of those. You can easily buy tickets from the agent at the station in Monterosso. Happy travels!

Take the regionale to Levanto. It stops at all villages in the CT so it doesn't matter which village you leave from. At Levanto you pick up the train to Milan (may involve a change at Genoa or Parma depending on your timing).
Alternatively you could take the regionale to La Spezia and change there. Go and have a look at the Bahn site, it has a really clear listing of trains and times, any transfers etc.

Donna, There's no need to travel to Levanto or anywhere else to connect with trains to Milan. Using a direct train (no changes) from Monterosso is the easiest and quickest option. There may be direct trains from the other towns as well, but I didn't check. There's a direct departure at 06:43 and another at 10:52 (and others during the day). If those won't fit your plans, there are other trains with one or two changes (including some in Levanto).

Ken is correct. There are several runs a day from Monterosso that do require train changes to get to Milan. But, if you look carefully, there are a few intercity train runs that run every couple of hours from Monterosso that require no train changes. It's La Spezia and Monterosso that have these intercity train runs. If you are originating your journey from any of the other four towns, these direct runs are non-existent except for one Regionale train run that comes through about 17:30 that does stop at all towns before heading to Milan. Trip takes 4.0hrs on this particular run.