Hello Taidikou91
If you make only this excursion, regular point-to-point tickets are the best choice. You can buy them when you are sure that the weather will be good, also at the ticket office or on vending machines.
Look at this site to find the different options from Lucerne to the Pilatus with cable car, train and/or boat (e.g Golden Round Trip, Silver Round Trip). A reservation may be advisable in summer.
https://pilatus.ch/en
From Zurich to Milan you can obtain discounted tickets if you buy them in advance. They are usually not refundable and you must take the selected train.
Kind regards
Danhiel