You can easily fly between Zurich to Vienna, but it's not very practical to fly to Interlaken, Lugano, Lake Bled or Neuschwanstein unless you hire a private plane or maybe a helicopter.

There are trains from Zurich to Interlaken and Lugano at least hourly and they take about 2 hours. So if you're flying into/out of Zurich then you can do each of them as day trips, or stay a night and go back to Zurich (if you have lots of luggage it could be kept in Zurich).

Neuschwanstein is a bit more difficult, it's sort of midway between Zurich and Vienna in terms of train travel time (about 6 hours) but a lot of it is along local slow lines and would involve multiple changes. You could fly to Munich, or take take a train or bus there from Zurich, and do the castle as a day trip / overnight stay, but it still takes 2 hours from Munich.

There are sleeper trains between Lesce-Bled and Zurich as well as Lesce-Bled and Munich, then you need to take a local bus to the lake itself. You could also take a bus to LJU airport and fly from there.