I have only taken the LIN-MXP shuttle in the other direction but I have done all the other transfers multiple times. Most of the buses leave MXP in the same general place and so they should not be hard to find. Virtually ever bus trip I have taken I showed up at the bus and paid in cash to the driver/guy who sits there and that seems like the safest way if you are in a hurry.
The buses from Stazione Centrale (there are a number of train stations in Milan, but this is the big one) all leave from the same place (though they have moved the place in the last few months).
As you exit the train station it is back and to the right (it used to be to the left). But a taxi from Stazione Centrale to Linate should be around 15 to 20 minutes and around 20 Euros if you are in a hurry.