Yes, you need a ticket for Malpensa to Domodossola. From there, the Swiss Travel Pass is valid. On Eurocity trains, you need a seat reservation, too; later is automatically issued when you buy a ticket for an Eurocity connection.
You can book the entire travel on one ticket; declare your STP by choosing ‘GA Travel Card’ as reduction type. By doing so, the system will charge you the Italian part only, while you will receive a seat reservation valid to Brig.