Yes, the Malpensa Express train goes to Cadorna, not to Central. You need to exit the Cadorna stn, then get onto the subway for 4 stops then you're at Central. Not fun with luggage. Definitely take the bus.

(If going from MXP north into Switzerland, you can knock off about an hour on your journey by taking a bus up to Lugano--there appeared to be 2 in the AM and 2 in the PM when I was at MXP 1 year ago.)

JL