Originally Posted by Gargoyle
Definitely much bigger than PSA, since MXP is a hub. Two terminals, A and B, with a long corridor connecting them, immigration is in that corridor. One terminal is schengen (basically internal EU), the other international, so you'll land at one and walk to the other.
I may be misundersanding the above, and I apologize if I am, but the "A" and "B" you are speaking of are the different sections ot Terminal 1.
There is an entirely different physical terminal, Terminal 2 (this was the only terminal before the present T1 was opened in the late 1990s). The terminals are far enough apart that a (free) shuttle bus is used to go from T1 and T2.
Although T2 is used by a lot of charter flights, I know that easyJet, for example, uses T2 for its flights. I looked at the website for the LCC that the OP is intending to fly, and cannot find any reference as to which MXP terminal it uses.
If the LCC uses T2, I'd seriously consider forgetting about the LCC and take the nonstop busto Stazione Centrale and then the Eurostar train to Rome Termini.