In that case: Book a train Paris - Zürich, then another one Zürich - Milano Centrale. The second one incidentally goes through Lugano. 

It’s all in all an 8h journey though. So a flight Paris - Milan might be more sensible and then via train Milan - Lugano on the way back. 

I’m pretty certain you can book all journey legs through the Swiss Railway site: https://www.sbb.ch/en
Keep an eye out for super saver tickets if you’re booking in advance. they tend to be like 25-30% cheaper but lock you to a specific train/schedule.