The branch at Piazza Duca D'Aosta 9 (postcode 20124) is the closest. Here it is; Milano Centrale is on the other side of the sqaure on the right of the streetview. Two minutes walk max.

With four of you plus luggage, you'll need at least an estate. Depending on the cost, you might consider a class L people carrier, although it would depend on whether the model you're assigned at the branch has third row seats that can be folded into the floors rather than taking up valuable luggage space.