The largest in Europe, The Duomo, is the one of main attraction's in Milan.
The Fashion Emmanuele Mall where the Designer's have their shops
Leonard Da'Vinci's Last Supper fresco inside the church.
Both times I flew into Milan, I took a bus to the train station since the airport is about 30 miles outside the city. There you can catch local trains, metro underground or taxi's to your hotel. However, the station is very LARGE and didn't have good facilities unless it's changed since then. The city of Milan is huge but easy to walk with a street map if you stay locally.
Sforza Castle the local Castle