Tilde, for what you describe above, point-to-point tickets will be less expensive unless you plan on traveling up to the Schilthorn or the Jungfrau during your stay in Murren. For example, if you plan on going to the Jungfrau, I suggest purchasing a Swiss 1/2 fare card upon your arrival in Zurich (99CHF). It's good for 30 days. You get 50% off all fares. Just the roundtrip to the Jungfrau ($180) will just about pay for the 1/2 fare card.
Next, it's very easy to buy your train/bus/gondola tickets from Zurich to Murren at the Zurich Flughafen (airport) station. Yes, it's a gondola to and from Murren and Gimmelwald.
For your tickets from Gimmelwald to Vernazza, you might look into buying them in advance in Zurich or you can buy them in the Lauterbrunnen train station. However, I'm not sure that you can get booked all the way through to Vernazza. The Swiss train website shows the run so you should be able to buy it. But, you might have to book Gimmelwald/Milan on the Swiss system and then get your Milan/Vernazza tickets in the Milan train station.
BTW, the Gimmelwald/Vernazza journey will take you about 9.0hrs with 7-8 gondola/bus/train changes. Gondola to Stechelberg, Bus Stechelberg/Lauterbrunnen, train Lauterbrunnen/Interlaken Ost, train Interlaken Ost/Spiez, high-speed train Spiez/Milan (and possibly a train change in Brig), train from Milan/Genoa, train from Genoa to Monterosso or La Spezia and then finally a train change to the local to get to Vernazza. Fun stuff.
