Hello SAC4002 and Welcome to MySwissAlps,
The best way to experience the Alps from Zurich is to visit the Jungfrau Region (above Interlaken).
Get a train direct from Zurich Airport to one of Interlaken, Wengen or Grindelwald. Spend a few nights there then move to Luzern for a few nights
From Luzern take the Gotthard Panorama Express to Lugano and on to Milan or Como.
That is just one of an infinite number of combinations you could consider.
You can search this site for details on any of the locations or routes (in Switzerland) mentioned above.
For travel to Milan see www.myswissalps.com/traintickets/italy. It’s the opposite direction but the principles are the same.
I strongly recommend using the SBB Mobile app (bit.ly/2ICIUHi) for checking train, bus, boat and cable way timetables, finding fares* and buying tickets on-line if required. In the unlikely event you don’t have a device capable of running the app then you can use the timetable on the SBB website (bit.ly/2HH1U7B). If you are not familiar with using the SBB timetable it is worth first reading the instructions at www.myswissalps.com/timetable.
* The SBB website shows half-fare prices by default, the mobile app allows you to nominate whether to show full or half-fares (by editing the passenger details in settings) and is also smart enough to offer you the Saver Day Pass (www.myswissalps.com/saverdaypass) if that offers the best fare. The app can also display a platform map (at least at the larger stations) to help you make connections. You can also easily filter modes of transport (eg bus or ship).
The app (or website) will always show the fastest, most direct routes unless you tell it you want to go a longer way round by including other stations to go VIA. For example, if you wanted to follow the Golden Pass route you would need to search the SBB app looking for Luzern to Montreux via Interlaken and Zweisimmen.
Based on your personal itinerary you should read “How to choose the best travel pass” (www.myswissalps.com/train/ticketspasses/practical/chooserailpass), download the handy spreadsheet calculator and do the math. The spreadsheet also includes links to the “Where it's valid" page for all available passes. Be sure to check those pages for each pass you are considering. Study the map AND read all the text on those pages to fully understand what is covered by the respective pass.