Yes, you can take the train from Milan to Como and then Como to Lugano. I have done it before while using Lugano as my base. If you go to http://mercurio.iet.unipi.it/misc/timetabl.html you can look at schedules.

Use the Swiss timetable (SBB), it is the most user friendly and works for all of Europe. Have a good trip.

Greg from Mpls