Hi Jo,

There's one near Zug called Pilatus Indoor, but it's probably quicker to get to Zurich. There a post about this here, from some time ago.
Indoor climbing at Pilatus Center

Or you can come join us in Zurich, we've set up a google group, always happy to have new climbers .
[Zurich, Adliswil] Any rock climbers out there?

There a bouldering wall also near Rote Fabrik called Minimum, there's a link somewhere on the thread and also on the google group page.

Thanks,

Ali.