A Wine Geek has told you correctly that Linate Airport does not have a train station. However, it is an easy, short, inexpensive ride to take the shuttle bus from the airport to Milano Centrale train station (or a taxi), where you can catch a train to Varenna-Esino, which is right on the lake. The train you take is a regional train, not a Freccia or IC train, and it is quite inexpensive and does not require any changes of train. (You cannot reach Bellagio by train alone.) The Varenna-Esino train station is uphill from the lake shore, so if you don't want to carry your lugguage uphill when you leave, pick a hotel near the train station.
Please remember that if you land in Italy at 9 o'clock in the morning, you probably will not be able to get into a hotel room until at least 1pm or 3pm. You can go to a hotel and leave your bags, but your room will not be ready. That being the case, you might want to give strong consideration to immediately going to Varenna. Even if you arrive in Varenna before your room is ready, it will be pleasant to stroll by the lake for a bit and sit at a cafe for a lunch or drink --- whereas hanging around a distant airport hotel waiting hours for your room to be ready would be not be pleasant at all.
Food tours or cheese factory tours start very early in the morning, so you will need to spend the night before in either Bologna or Parma if you want to take a tour. If you are coming from Lago di Como, it might be simplest if you booked a tour that begins in Bologna so you can spend the night there. If you take the train from Varenna to Bologna, you only need to change trains once in Milano Centrale, and there are no stairs inside the station between the tracks. (If you go to Parma, you will need to change trains twice, and carry your luggage up stairs in both Bologna and Parma.).
Food tours last all day, and they stuff you with food, so you probably will not want to eat dinner when it is over. So if you leave your luggage at the hotel where you stayed in Bologna while you take the tour, you can pick it up and go right to Bologna train station and get a fast train back to Milano to spend your last night at the Moxy at Linate.
Hope it all works out for you! I will second A Wine Geek's advice to pare down your luggage. No one dresses up at Lago di Como (not even George Clooney), and if you take a food tour, you will be walking around farms and talking with workers who are dressed for dirty work, not fashion. So only bring very comfortable clothes. If you have zip-up fleece jackets, they are terrific for that time of year, and pack a waterproof plastic windbreaker plus a hat if your outerwear doesn't have a hood. Otherwise just pack whatever you would wear to a Thanksgiving weekend with your relatives. You won't need more clothes than that, and it might still be warm in Bologna, so don't weigh yourselves down with sweaters.