The line to Lake Como runs from Zürich via Zug. From the Berner Oberland (Gimmelwald) you'll have to go back to at least Zug to go to Lake Como.
The line from Zürich and Zug goes by the town of Como, which is on the south end of Como Lago, but otherwise not to towns on the lake. You'll either have to take a boat from Como to, for instance Varenna, or go almost to Milan and come back to Varenna.
Also, from Lake Como, to get to Innsbruck, you'll have to go into Milan, across to Verona, then up through the Alto Adige, to Brenner Pass and Innsbruck.
You can get to Varenna (on Como Lago) more directly by taking the train line (Bernina Express) via Chur through Italy.