In summary the options you have are:

- bus from Lugano
- bus from Milano Centrale (main train station you would get to by train from Zurich or Zug)
- tram from Milano Centrale to train station Milano Cadorna and then train from MI Cadorna to airport Malpensa

I usually take the bus from Milano Centrale. It is very easy, they are around the corner on the left side of the train station (when you go out from the main entrance to a big open square, go on your left and turn the corner, they all stand there).
Some of the buses go to Bergamo airport, but it is clearly marked, otherwise just ask "Malpensa?" to be sure. You can by the ticket directly with the drivers there.