Apologies if this advice is slightly less useful but I have done the trip in reverse.

I left Bellagio on a 7am fast ferry to Como and caught a train from there to Saronno and then connected with a MXP Airport Train to MXP.

My Italian is not good but it's just a matter of doing a bit of research and orienting yourself with the stations just before the station before you get off. I would imagine that Saronno being a fairly major stop where a lot of people connect would be fairly clearly announced.

The added benefit of this route is that if you want to take a ferry to your final Lake Como destination, the Saronno to Como train ends up at Lago Nord station which is about 300 yards from the ferry terminal. To get to Como, I came from Zurich on the train which deposited me at the station on the south side and uphill from central Como. Getting to the ferry terminal was a little bit more involved but I digress...

There may be a better way depending on where you are going on Lake Como but for Bellagio, I found that a relatively pain free way. Mind you, I had my preferred timings and then back-ups if I missed a train etc - turned out that I ended up at MXP a bit too early for check-in but particularly on a Saturday morning, services were less frequent and missing connections could mean serious flow-on delays.

Driving around Lake Como looks great but I think there's a lot to be said about getting into the spirit of Lake Como and relying on the ferries. It's part of the charm and laid-back relaxed atmosphere.