You can find information regarding luggage transportation services provided by Swiss Federal Railways here: https://www.sbb.ch/en/station-services/services/luggage-and-flight-luggage/flight-luggage.html

It seems that direct check-in at the railway station with automatic transfer of the luggage will only be available till 3 April 2018. Afterwards you need to arrange for home collection. But even as long as check-in at the railway station is possible there are deadlines for dropping luggage which do not allow you to check your luggage right before you board the train to Zurich. There are also luggage transportation options where you have to pick up your luggage in ZRH and check-in for your flight yourself.