Welcome to Milan. As on the website of SBB here is no look-up for tickets via a order number, the best thing you can do is to write to SBB with the order number so they can look it up in their system (https://www.sbb.ch/en/help-and-contact.html ), Or maybe try to register a SwissPass account with the email you used to purchase your ticket. And also, try to browse through your Email inbox, junk, archives and bin.
From what I understood, you have the ticket from Zermatt to Brig. But not Brig to Milan. To arrive in Brig I assume that you are going to travel with Matterhorn Gotthard Bahn, and from Brig on you will have to book a EuroCity to Milan. Ticket to Italy will have a mandatory seat reservation on them. (you pay when you buy the ticket)
I honestly suggest you to book your journey from Brig to Domodossola, it is a station in Italy but it is still in the Swiss Fare System. You will not need a seat reservation (It is optional, as it is considered a “non-international route”, So no mandatory seat reservation like on Italian trains). You will find a lot Eurocity, InterRegio, Regio trains between Brig and Domodossola, at least 2 every hour. If you have a half fare card it will be 8 CHF, but you can book in advance and try to find a supersaver ticket for 4, but I suggest you to get yourself a point-to-point ticket for flexibility, if you have Swiss travel pass it will be “free” as it is covered with your ticket already. And from Domodossola on, you can just book a normal Regional train by the Regional operator Trenord. (But you need to go to Trenitalia’s website for that, I am sorry and welcome to Italy…) It costs 10 euros, and will be valid for 4 hours after your purchased time slot. and the travel time will be 1 hour and 40 min. (search DOMODOSSOLA, not Milano Domodossola, that is a metro stop in Milano. To MILANO CENTRALE) Link of Italian railway in English
Why I say so is that it is true if you book EuroCity you can arrive in Milan from Brig with no hassle of changing the train, but please bear in mind, after Domodossola, the crew, and management of railway traffic is handled by Trenitalia, I live in a city called Gallarate, which you will pass on your journey to Milan from Domo, and for all the euro city Stops here in Gallarate (or Some in Stresa) you will never find them arrive without a (at least 15min) delay. The Eurocity’s travel time to Milan is around 1 hour and 20 min from Domo. Is it worth the 25 Eur price tag compare to 10 consider the delay? to me maybe no. besides, you will pass the area of Lake Maggiore, the journey isn’t ugly at all. save your money, be flexible (as euro city limit you to specific train you booked). And enjoy your time and arrival to Milan.