Hi
For the trip from Milan to Zermatt I recommend you to purchase a normal ticket on www.sbb.ch/en. Maybe you will find a super saver ticket international which cost less then the standard ticket price.
From Zermatt to Zurich I also recommend you to purchase a super saver ticket on www.sbb.ch/en
More information about super saver tickets can be found here: https://www.sbb.ch/en/tickets-offers/tickets/find-saver-offers.html
Please note that the Swiss Travel Pass covers only trips by train, bus and ship troughout Switzerland and not Italy.
You can find here the map of validity of the Swiss Travel Pass: https://www.swiss-pass.ch/wp-content/uploads/pdf/swiss-travel-system-map.pdf
If you buy only one ticket from Milan to Zermatt, you do not have to pay VAT on the train ticket.
However, if you buy 2 tickets, e.g. from Milan to Brig and from Brig to Zermatt, you pay more because 8.1% VAT is added to the Brig-Zermatt ticket.
Have a nice stay in Switzerland. :-)