Milan is serviced by two airports, Malpensa and Linate. (http://www.sea-aeroportim...) are also smaller airports in Brescia Montichiari airport and Bergamo Orio al Serio airport, which is the destination of many low fares flight.
Road and train links connect the region with Switzerland. As Switzerland is not part of the EU, there is a possibility that you will be delayed by checks at the border, although these are infrequent and usually not rigorous. Remember your passport.